Approximate maximum likelihood estimation of a threshold diffusion process. - Ting-Hung Yu; Henghsiu Tsai; Heiko Rachinger (Comput. Stat. Data Anal., 2020)

A bootstrap test for threshold effects in a diffusion process. - Heiko Rachinger; Edward M. H. Lin; Henghsiu Tsai (Comput. Stat., 2024)