Efficient estimation and variable selection for infinite variance autoregressive models (Q2511112)
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scientific article; zbMATH DE number 6324977
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| English | Efficient estimation and variable selection for infinite variance autoregressive models |
scientific article; zbMATH DE number 6324977 |
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Efficient estimation and variable selection for infinite variance autoregressive models (English)
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5 August 2014
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autoregressive model
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infinite variance
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composite quantile regression
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0.8555945158004761
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0.8471671342849731
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0.8278769850730896
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0.8051417469978333
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0.7980216145515442
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