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The validity of bootstrap testing for threshold autoregression - MaRDI portal

The validity of bootstrap testing for threshold autoregression (Q6190947)

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scientific article; zbMATH DE number 7813985
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The validity of bootstrap testing for threshold autoregression
scientific article; zbMATH DE number 7813985

    Statements

    title
    The validity of bootstrap testing for threshold autoregression (English)
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    author
    Simone Giannerini
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    Greta Goracci
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    Anders Rahbek
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    publication date
    6 March 2024
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    zbMATH DE Number
    7813985
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    zbMATH Keywords
    bootstrap test
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    threshold autoregressive models
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    law of large numbers
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    heteroskedasticity
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    Greenland ice sheet
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    cites work
    Q5389649
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    Q4272484
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    Q3486695
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    Q3753259
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    Q4030242
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    Q3999154
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    Asymptotic Statistics
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    Q4947010
    0 references
     
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