Quantile inference for nonstationary processes with infinite variance innovations
type: Item
instance of: scholarly article
title: Quantile inference for nonstationary processes with infinite variance innovations
zbMATH Open document ID: 1488.62132
author: Qi Meng Liu
author: Gui Li Liao
author: Rong-Mao Zhang
published in: Applied Mathematics. Series B (English Edition)
publication date: 2021-12-06T00:00:00Z
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7439147
zbMATH Keywords: quantile inference
zbMATH Keywords: infinite variance
zbMATH Keywords: \(\alpha\)-stable process
zbMATH Keywords: unit-root
zbMATH Keywords: \(t\)-ratio statistic
MaRDI profile type: Publication
full work available at URL: s11766-021-4187-6
OpenAlex ID: W3199505411
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DOI: 10.1007/S11766-021-4187-6
description: scientific article; zbMATH DE number 7439147