Wang, Guochang; Zhu, Ke; Li, Guodong; Li, Wai Keung Hybrid quantile estimation for asymmetric power GARCH models. (English) Zbl 07491159 J. Econom. 227, No. 1, 264-284 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{G. Wang} et al., J. Econom. 227, No. 1, 264--284 (2022; Zbl 07491159) Full Text: DOI arXiv
Lee, Sangyeol; Meintanis, Simos G.; Pretorius, Charl Monitoring procedures for strict stationarity based on the multivariate characteristic function. (English) Zbl 1520.62110 J. Multivariate Anal. 189, Article ID 104892, 20 p. (2022). MSC: 62M10 62G10 62G20 62H15 62M07 62G09 62P05 PDFBibTeX XMLCite \textit{S. Lee} et al., J. Multivariate Anal. 189, Article ID 104892, 20 p. (2022; Zbl 1520.62110) Full Text: DOI
Busetti, Fabio; Harvey, Andrew Tests of strict stationarity based on quantile indicators. (English) Zbl 1226.91084 J. Time Ser. Anal. 31, No. 6, 435-450 (2010). MSC: 91G70 62M07 62G10 62P05 PDFBibTeX XMLCite \textit{F. Busetti} and \textit{A. Harvey}, J. Time Ser. Anal. 31, No. 6, 435--450 (2010; Zbl 1226.91084) Full Text: DOI