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A bootstrap test for threshold effects in a diffusion process.

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Title: A bootstrap test for threshold effects in a diffusion process.
Authors: Rachinger, Heiko1 (AUTHOR), Lin, Edward M. H.2 (AUTHOR) edmhlin@thu.edu.tw, Tsai, Henghsiu3 (AUTHOR)
Source: Computational Statistics. Jul2024, Vol. 39 Issue 5, p2859-2872. 14p.
Database: Mathematics Source
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An: 177897131
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  Data: A bootstrap test for threshold effects in a diffusion process.
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  Data: <searchLink fieldCode="AR" term="%22Rachinger%2C+Heiko%22">Rachinger, Heiko</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Lin%2C+Edward+M%2E+H%2E%22">Lin, Edward M. H.</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> edmhlin@thu.edu.tw</i><br /><searchLink fieldCode="AR" term="%22Tsai%2C+Henghsiu%22">Tsai, Henghsiu</searchLink><relatesTo>3</relatesTo> (AUTHOR)
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  Data: <searchLink fieldCode="JN" term="%22Computational+Statistics%22">Computational Statistics</searchLink>. Jul2024, Vol. 39 Issue 5, p2859-2872. 14p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=177897131
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      – Type: doi
        Value: 10.1007/s00180-023-01375-z
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      – Code: eng
        Text: English
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        PageCount: 14
        StartPage: 2859
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      – TitleFull: A bootstrap test for threshold effects in a diffusion process.
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            NameFull: Rachinger, Heiko
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            NameFull: Lin, Edward M. H.
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            NameFull: Tsai, Henghsiu
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            – D: 01
              M: 07
              Text: Jul2024
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              Y: 2024
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            – TitleFull: Computational Statistics
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