Search results
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Title
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Modeling Vector Time Series Data
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Author
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Liu, Yi
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Date Created
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2013
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Subjects--Topical
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Statistics
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Description
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ABSTRACTIn this dissertation, firstly, I study spatial quantile regression estimation of multivariate threshold time series models. Asymptotic normality of the proposed spatial quantile regression estimator is established. Simulations and a real e...