The asymptotic behaviors for autoregression quantile estimates
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Publication:6579725
DOI10.1080/03610926.2023.2221357MaRDI QIDQ6579725
Mingzhi Mao, Xin Li, Gang Huang
Publication date: 26 July 2024
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Large deviations (60F10)
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