Heteroscedasticity Detection and Estimation with Quantile Difference Method

XIA Wentao,XIONG Wei,TIAN Maozai

Journal of Systems Science & Complexity ›› 2016, Vol. 29 ›› Issue (2) : 511-530.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 2016, Vol. 29 ›› Issue (2) : 511-530. DOI: 10.1007/s11424-015-3161-x

Heteroscedasticity Detection and Estimation with Quantile Difference Method

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2016, 29(2): 511-530 https://doi.org/10.1007/s11424-015-3161-x

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