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方差可能无穷的“中度偏离”单位根过程的复合分位数估计 |
倪佳林, 傅可昂 |
浙江工商大学 统计与数学学院, 浙江杭州 310018 |
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Composite quantile estimation for moderate deviations from a unit root model with possibly infinite variance errors |
NI Jia-lin, FU Ke-ang |
School of Stat. and Math., Zhejiang Gongshang Univ., Hangzhou 310018, China |
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