Model checking for parametric single-index quantile autoregression (Q5064099)
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scientific article; zbMATH DE number 7494798
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| English | Model checking for parametric single-index quantile autoregression |
scientific article; zbMATH DE number 7494798 |
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Model checking for parametric single-index quantile autoregression (English)
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21 March 2022
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model checking
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single-index time series
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quantile regression
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residual empirical process
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dimension reduction
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0.853039562702179
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0.8069076538085938
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0.7837232351303101
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0.7717005014419556
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0.7679641246795654
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