Quantile inference for nonstationary processes with infinite variance innovations |
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Authors: | LIU Qi-meng LIAO Gui-li ZHANG Rong-mao |
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Affiliation: | Department of Mathematics,Zhejiang University,Hangzhou 310027,China |
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Abstract: | Based on the quantile regression,we extend Koenker and Xiao (2004) and Ling and McAleer (2004)'s works from finite-variance innovations to infinite-variance inn... |
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