Semiparametric Smooth Transition Quantile Autoregreeive Model and Its Application

KANG Ning, MO Luyao, JING Ke

Journal of Systems Science and Mathematical Sciences ›› 2024, Vol. 44 ›› Issue (3) : 844-861.

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

Semiparametric Smooth Transition Quantile Autoregreeive Model and Its Application

  • KANG Ning1, MO Luyao1, JING Ke2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of System Science and Mathematical Science Chinese Series, 2024, 44(3): 844-861 https://doi.org/10.12341/jssms22446

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