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Q3385148 - MaRDI portal

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    Statements

    author
    Cheng Xu
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    Tian-Xiao Pang
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    publication date
    17 December 2021
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    zbMATH Keywords
    composite quantile estimator
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    limiting distribution
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    unit root model
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    heavy tail
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62G08
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    62G20
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    62P20
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    zbMATH DE Number
    7448214
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