Quantile inference for nonstationary processes with infinite variance innovations
Crossref DOI link: https://doi.org/10.1007/s11766-021-4187-6
Published Online: 2021-09-20
Published Print: 2021-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Liu, Qi-meng
Liao, Gui-li
Zhang, Rong-mao
Text and Data Mining valid from 2021-09-01
Version of Record valid from 2021-09-20
Article History
Received: 17 June 2020
Revised: 14 October 2020
First Online: 20 September 2021