Regression quantiles for unstable autoregressive models
type: Item
instance of: scholarly article
title: Regression quantiles for unstable autoregressive models
zbMATH Open document ID: 1047.62077
DOI: 10.1016/S0047-259X(03)00127-1
author: Shiqing Ling
author: Michael McAleer
published in: Journal of Multivariate Analysis
publication date: 2004-08-16T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 2091277
zbMATH Keywords: Unit root
zbMATH Keywords: Quantile estimation
zbMATH Keywords: Unstable AR models
zbMATH Keywords: Randomly weighted residual empirical process
MaRDI profile type: Publication
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full work available at URL: s0047-259x(03)00127-1
OpenAlex ID: W2033883673
description: scientific article; zbMATH DE number 2091277