Simultaneous Testing of Change-points with a Threshold in a General Class of Time Series Models

LING, Shiqing (PI)

Department of Mathematics

Project: Research

Chinese Project Title

同时检验一般类型时间序列模型中的变点与门限

Status	Finished
Effective start/end date	1/01/22 → 31/12/24

On ergodicity of threshold ARMA(m, p, q) models
Bai, Q. & Ling, S., Nov 2024, In: Japanese Journal of Statistics and Data Science. 7, 2, p. 667-675 9 p.
Research output: Contribution to journal › Journal Article › peer-review

Open Access