CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (Q2113611)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CQR-based inference for the infinite-variance nearly nonstationary autoregressive models |
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CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (English)
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14 March 2022
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asymptotic distribution
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composite quantile regression
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infinite variance
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nearly nonstationary autoregressive model
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