Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity |
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Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (English)
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18 February 2015
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asymmetric Laplace distribution
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nonlinear time series
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MCMC
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GARCH
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quantile regression
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