CQR-based inference for the infinite-variance nearly nonstationary autoregressive models
Crossref DOI link: https://doi.org/10.1007/s10986-021-09539-4
Published Online: 2021-10-05
Published Print: 2022-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fu, Ke-Ang
Ni, Jialin
Dong, Yajuan
Text and Data Mining valid from 2021-10-05
Version of Record valid from 2021-10-05
Article History
Received: 21 December 2020
Revised: 17 May 2021
First Online: 5 October 2021