Quantile Time Series Regression Models Revisited

Christis Katsouris

Papers from arXiv.org

Abstract: This article discusses recent developments in the literature of quantile time series models in the cases of stationary and nonstationary underline stochastic processes.

Date: 2023-08, Revised 2023-08
New Economics Papers: this item is included in nep-ecm and nep-ets
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