A score-based threshold effect test in time series models

DOI10.1016/J.CSDA.2025.108236MaRDI QIDQ6902955zbMATH OpenFDO

Authors Ya-ping Deng, Yaxing Yang

Publication date 10 November 2025

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CSDA.2025.108236

zbMATH Keywords

asymptotic theoryscore-based testthreshold effecttime series models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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