Quantile Autoregression

DOI10.1198/016214506000000672zbMath1120.62326OpenAlexW4251244897MaRDI QIDQ5755010

Zhijie Xiao, Roger W. Koenker

Publication date: 20 August 2007

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214506000000672

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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