Piecewise quantile autoregressive modeling for nonstationary time series

Autor:	AUE, ALEXANDER, CHEUNG, REX C.Y., LEE, THOMAS C.M., ZHONG, MING
Zdroj:	Bernoulli, 2017 Feb 01. 23(1), 1-22.
Databáze:	JSTOR Journals
Externí odkaz:	http://www.jstor.org/stable/44075461 Zobrazit plný text záznamu