Averaged Autoregression Quantiles in Autoregressive Model (Q5141226)
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scientific article; zbMATH DE number 7287460
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Averaged Autoregression Quantiles in Autoregressive Model |
scientific article; zbMATH DE number 7287460 |
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Averaged Autoregression Quantiles in Autoregressive Model (English)
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18 December 2020
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autoregressive model
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local heteroscedasticity
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quantile autoregression
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