Statistical inference for conditional quantiles in nonlinear time series models
Year of publication: |
December 2015
|
---|---|
Authors: | So, Mike Ka-pui ; Chung, Ray S. W. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 189.2015, 2, p. 457-472
|
Subject: | Conditional quantile | High-end quantile estimation | Nonlinear time series | Specification test | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression |
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