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Hybrid quantile regression estimation for time series models with conditional heteroscedasticity
Zheng, Yao; Zhu, Qianqian; Li, Guodong; Xiao, Zhijie - In: Journal of the Royal Statistical Society: Series B … 80 (2018) 5, pp. 975-993
Persistent link: https://www.econbiz.de/10012097266
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Lack-of-fit tests for quantile regression models
Dong, Chen; Li, Guodong; Feng, Xingdong - In: Journal of the Royal Statistical Society: Series B … 81 (2019) 3, pp. 629-648
Persistent link: https://www.econbiz.de/10012097303