Quantile inference for moderate deviations from a unit root model with infinite variance
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Publication:2355271
DOI10.1016/j.jkss.2014.09.004zbMath1319.60070MaRDI QIDQ2355271
Publication date: 21 July 2015
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2014.09.004
62F12: Asymptotic properties of parametric estimators
60F05: Central limit and other weak theorems
60F10: Large deviations
60F99: Limit theorems in probability theory
Cites Work
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