CQR-based inference for the infinite-variance nearly nonstationary autoregressive models
type: Item
instance of: scholarly article
title: CQR-based inference for the infinite-variance nearly nonstationary autoregressive models
zbMATH Open document ID: 1482.62091
author: Jialin Ni
author: Ke-Ang Fu
author: Ya-Juan Dong
published in: Lithuanian Mathematical Journal
publication date: 2022-03-14T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 7488657
zbMATH Keywords: asymptotic distribution
zbMATH Keywords: composite quantile regression
zbMATH Keywords: infinite variance
zbMATH Keywords: nearly nonstationary autoregressive model
MaRDI profile type: Publication
full work available at URL: s10986-021-09539-4
OpenAlex ID: W3202027515
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DOI: 10.1007/S10986-021-09539-4
description: scientific article; zbMATH DE number 7488657