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Hybrid quantile regression estimation for time series models with conditional heteroscedasticity
Zheng, Yao, Zhu, Qianqian, Li, Guodong, Xiao, ZhijieLangue:
english
Journal:
Journal of the Royal Statistical Society: Series B (Statistical Methodology)
DOI:
10.1111/rssb.12277
Date:
June, 2018
Fichier:
PDF, 539 KB
english, 2018