QUANTILE DOUBLE AUTOREGRESSION
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Publication:5104481
DOI10.1017/S026646662100030XMaRDI QIDQ5104481
Publication date: 12 September 2022
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.05813
Related Items (2)
Bayesian inference for a mixture double autoregressive model ⋮ Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models
Uses Software
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