Weighted quantile regression for AR model with infinite variance errors
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Publication:3145394
DOI10.1080/10485252.2012.698280zbMath1254.62092OpenAlexW2001297674WikidataQ36678831 ScholiaQ36678831MaRDI QIDQ3145394
Zhao Chen, Run-Ze Li, Yao-hua Wu
Publication date: 20 December 2012
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc3595619
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)
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