A bootstrap test for threshold effects in a diffusion process (Q6596029)
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scientific article; zbMATH DE number 7904641
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bootstrap test for threshold effects in a diffusion process |
scientific article; zbMATH DE number 7904641 |
Statements
A bootstrap test for threshold effects in a diffusion process (English)
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2 September 2024
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bootstrap
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testing
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threshold diffusion process
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non-linear time series
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stochastic differential equation
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maximum likelihood estimator
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