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Regression quantiles for unstable autoregressive models - MaRDI portal

Regression quantiles for unstable autoregressive models (Q1877008)

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scientific article; zbMATH DE number 2091277
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Regression quantiles for unstable autoregressive models
scientific article; zbMATH DE number 2091277

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    Regression quantiles for unstable autoregressive models (English)
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    16 August 2004
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    Unit root
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    Quantile estimation
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    Unstable AR models
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    Randomly weighted residual empirical process
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