Estimation of the innovation quantile density function of an AR(p) process, based on autoregression quantiles
| Year of publication: |
2002
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|---|---|
| Authors: | Hallin, Marc ; El Bantli, Faouzi |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Published in: Bernoulli (2002) v.8,p.255-274 |
| Source: |
Persistent link: https://www.econbiz.de/10008574334