State-domain change point detection for nonlinear time series regression

DOI10.1016/j.jeconom.2021.11.007OpenAlexW2945478205MaRDI QIDQ2697972

Yanyan Li

Publication date: 14 April 2023

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.11075

zbMATH Keywords

nonlinear time serieschange-point detectionnonparametric hypothesis teststate domain

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Uses Software

• astsa

Cites Work

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• astsa
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