State-domain change point detection for nonlinear time series regression

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Standard

State-domain change point detection for nonlinear time series regression. / Cui, Yan; Yang, Jun; Zhou, Zhou.

I: Journal of Econometrics, 05.2023.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Cui, Y, Yang, J & Zhou, Z 2023, 'State-domain change point detection for nonlinear time series regression', Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2021.11.007

APA

Cui, Y., Yang, J., & Zhou, Z. (2023). State-domain change point detection for nonlinear time series regression. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2021.11.007

Vancouver

Cui Y, Yang J, Zhou Z. State-domain change point detection for nonlinear time series regression. Journal of Econometrics. 2023 maj. https://doi.org/10.1016/j.jeconom.2021.11.007

Author

Cui, Yan ; Yang, Jun ; Zhou, Zhou. / State-domain change point detection for nonlinear time series regression. I: Journal of Econometrics. 2023.

Bibtex

@article{cd0951e8c4dd4dafae95634a31042923,
title = "State-domain change point detection for nonlinear time series regression",
author = "Yan Cui and Jun Yang and Zhou Zhou",
year = "2023",
month = may,
doi = "10.1016/j.jeconom.2021.11.007",
language = "English",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier",

}

RIS

TY - JOUR

T1 - State-domain change point detection for nonlinear time series regression

AU - Cui, Yan

AU - Yang, Jun

AU - Zhou, Zhou

PY - 2023/5

Y1 - 2023/5

UR - http://dx.doi.org/10.1016/j.jeconom.2021.11.007

U2 - 10.1016/j.jeconom.2021.11.007

DO - 10.1016/j.jeconom.2021.11.007

M3 - Journal article

JO - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

ER -

ID: 361385224