Copula-based nonlinear quantile autoregression (Q3406053)
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scientific article; zbMATH DE number 5669379
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Copula-based nonlinear quantile autoregression |
scientific article; zbMATH DE number 5669379 |
Statements
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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0.860255777835846
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0.8205286264419556
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0.8127370476722717
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0.807604193687439
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