scientific article; zbMATH DE number 7448214

DOI10.13299/J.CNKI.AMJCU.002163zbMATH Open1488.62141MaRDI QIDQ3385148FDOQ3385148

Authors: Cheng Xu, Tian-Xiao Pang 

Publication date: 17 December 2021

Title of this publication is not available (Why is that?)

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zbMATH Keywords

heavy taillimiting distributionunit root modelcomposite quantile estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cited In (2)

• Composite quantile estimation for moderate deviations from a unit root model with possibly infinite variance errors
• Unit Root Quantile Autoregression Inference

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