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Estimation Approach for a Linear Quantile-Regression Model with Long-Memory Stationary GARMA Errors
1 : Abdelmalek Essaadi University [Tétouan] = Université Abdelmalek Essaadi [Tétouan]
| Subject : | : | Abstract |
| Topics | : | Probability and Statistics and Stochastic Analysis |
| Keywords | : | linear quantile regression ; GARMA model ; EM algorithm ; parameter estimation |
| PDF version | : |  PDF version |
