Work

A Multi-threshold Change Plane Autoregressive Model

Year: 2026

Type: article

Source: Journal of Business and Economic Statistics

DOI: 10.1080/07350015.2026.2757073

Authors: Shiwen Huang, Guodong Li, Wenyang Zhang, Qianqian Zhu

Institutions: University of Macau, University of Hong Kong, Shanghai University of Finance and Economics

Language: English

Topic: Time Series Analysis and Forecasting

Subfield: Signal Processing

Field: Computer Science

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W7225090683

FWCI:

Cites: 40

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Related to: 10