CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (Q2113611)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: CQR-based inference for the infinite-variance nearly nonstationary autoregressive models |
scientific article; zbMATH DE number 7488657
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CQR-based inference for the infinite-variance nearly nonstationary autoregressive models |
scientific article; zbMATH DE number 7488657 |
Statements
CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (English)
0 references
14 March 2022
0 references
asymptotic distribution
0 references
composite quantile regression
0 references
infinite variance
0 references
nearly nonstationary autoregressive model
0 references
0 references
0 references
0 references
0 references
0 references
0 references
