Linear double autoregression
type: Item
instance of: scholarly article
title: Linear double autoregression
zbMATH Open document ID: 1452.62687
author: Yao Zheng
author: Guodong Li
author: Qianqian Zhu
published in: Journal of Econometrics
publication date: 2018-10-12T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6952487
zbMATH Keywords: conditional quantile estimation
zbMATH Keywords: goodness-of-fit test
zbMATH Keywords: heavy tail
zbMATH Keywords: nonlinear time series model
zbMATH Keywords: stationary solution
describes a project that uses: CAViaR
MaRDI profile type: Publication
full work available at URL: j.jeconom.2018.05.006
OpenAlex ID: W2884358540
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DOI: 10.1016/J.JECONOM.2018.05.006
description: scientific article; zbMATH DE number 6952487