Quantile Time Series Regression Models Revisited
Econometrics
2023-08-23 v3
Abstract
This article discusses recent developments in the literature of quantile time series models in the cases of stationary and nonstationary underline stochastic processes.
Cite
@article{arxiv.2308.06617,
title = {Quantile Time Series Regression Models Revisited},
author = {Christis Katsouris},
journal= {arXiv preprint arXiv:2308.06617},
year = {2023}
}