Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity
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Publication:2255921
DOI10.1007/s00180-012-0346-9zbMath1305.65030OpenAlexW2007024524MaRDI QIDQ2255921
Cathy W. S. Chen, Richard H. Gerlach
Publication date: 18 February 2015
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-012-0346-9
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Uses Software
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