REGRESSION QUANTILES FOR TIME SERIES

DOI10.1017/S0266466602181096zbMath1181.62124OpenAlexW2050816732MaRDI QIDQ4807287

Zong-Wu Cai

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466602181096

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

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