Copula-based nonlinear quantile autoregression (Q3406053): Difference between revisions
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scientific article
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English | Copula-based nonlinear quantile autoregression |
scientific article |
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Copula-based nonlinear quantile autoregression (English)
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12 February 2010
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copula
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ergodic nonlinear Markov models
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quantile autoregression
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