Asymptotics of Quantiles and Rank Scores in Nonlinear Time Series (Q4956027)
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scientific article; zbMATH DE number 1452430
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| English | Asymptotics of Quantiles and Rank Scores in Nonlinear Time Series |
scientific article; zbMATH DE number 1452430 |
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Asymptotics of Quantiles and Rank Scores in Nonlinear Time Series (English)
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24 May 2000
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nonlinear time series
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self-exciting threshold autoregressive models
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regression quantiles
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rank scores
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L-estimators
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robust estimation
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heavy-tailed error distributions
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autoregression quantiles
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0.8331846594810486
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0.7991462349891663
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0.774345338344574
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