Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (Q1045793)
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scientific article; zbMATH DE number 5648671
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence |
scientific article; zbMATH DE number 5648671 |
Statements
Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (English)
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16 December 2009
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heavy-tailed
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long-range dependent
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near-integrated time series, quantile regression
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0.91383094
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0.9118861
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0.8927896
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0.89122844
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