State-domain change point detection for nonlinear time series regression
Yan Cui, Jun Yang, Zhou Zhou
| Year of publication: |
2023
|
|---|---|
| Authors: | Cui, Yan ; Yang, Jun ; Zhou, Zhou |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 234.2023, 1, p. 3-27
|
| Subject: | Change-point detection | Nonlinear time series | Nonparametric hypothesis test | State domain | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.11.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014364628