"Extremal quantile autoregression for heavy-tailed time series."

Fengyang He, Huixia Judy Wang, Yuejin Zhou (2022)

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DOI: 10.1016/J.CSDA.2022.107563

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type: Journal Article

metadata version: 2022-09-14

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Fengyang He, Huixia Judy Wang, Yuejin Zhou:
Extremal quantile autoregression for heavy-tailed time series. Comput. Stat. Data Anal. 176: 107563 (2022)

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