Quantilograms under Strong Dependence

JH Lee, O Linton, YJ Whang - Econometric Theory, 2020 - cambridge.org
We develop the limit theory of the quantilogram and cross-quantilogram under long memory.
We establish the sub-root-n central limit theorems for quantilograms that depend on …
被引用次数：2 相关文章

Quantilograms Under Strong Dependence

JH Lee, O Linton, YJ Whang - Econometric Theory, 2020 - ideas.repec.org
We develop the limit theory of the quantilogram and cross-quantilogram under long memory.
We establish the sub-root-n central limit theorems for quantilograms that depend on …

QUANTILOGRAMS UNDER STRONG DEPENDENCE

O Linton, YJ Whang - Econometric Theory, 2020 - search.proquest.com
We develop the limit theory of the quantilogram and cross-quantilogram under long memory.
We establish the sub-root-n central limit theorems for quantilograms that depend on …
[PDF] researchgate.net

[PDF][PDF] Quantilograms under Strong Dependence

JH Lee, O Linton, YJ Whang - researchgate.net
We develop the limit theory of the quantilogram and cross-quantilogram under long memory.
We establish the sub-root-n central limit theorems for quantilograms that depend on …

QUANTILOGRAMS UNDER STRONG DEPENDENCE

JH Lee, O Linton, YJ Whang - Econometric Theory, 2020 - econpapers.repec.org
We develop the limit theory of the quantilogram and cross-quantilogram under long memory.
We establish the sub-root-n central limit theorems for quantilograms that depend on …

Quantilograms under Strong Dependence

JH Lee, O Linton, YJ Whang - Econometric Theory, 2020 - experts.illinois.edu
We develop the limit theory of the quantilogram and cross-quantilogram under long memory.
We establish the sub-root-n central limit theorems for quantilograms that depend on …

Quantilograms under Strong Dependence

J Lee, O Linton, YJ Whang - econpapers.repec.org
We develop the limit theory of the quantilogram and cross-quantilogram under long memory.
We establish the sub-root-n central limit theorems for quantilograms that depend on …