"A bootstrap test for threshold effects in a diffusion process."

Heiko Rachinger, Edward M. H. Lin, Henghsiu Tsai (2024)

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DOI: 10.1007/S00180-023-01375-Z

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type: Journal Article

metadata version: 2024-06-26

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Heiko Rachinger, Edward M. H. Lin, Henghsiu Tsai:
A bootstrap test for threshold effects in a diffusion process. Comput. Stat. 39(5): 2859-2872 (2024)

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