Semiparametric Smooth Transition Quantile Autoregreeive Model and Its Application

KANG Ning, MO Luyao, JING Ke

Journal of System Science and Mathematical Science Chinese Series ›› 2024, Vol. 44 ›› Issue (3) : 844-861.

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Journal of System Science and Mathematical Science Chinese Series ›› 2024, Vol. 44 ›› Issue (3) : 844-861. DOI: 10.12341/jssms22446

Semiparametric Smooth Transition Quantile Autoregreeive Model and Its Application

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