High dimensional threshold model with a time-varying threshold based on Fourier approximation

DOI10.1515/snde-2021-0047MaRDI QIDQ6645227

Lixiong Yang

Publication date: 28 November 2024

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

zbMATH Keywords

threshold modelhigh dimensionsFourier approximationtime-varying threshold

Mathematics Subject Classification ID

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

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