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"Heteroscedasticity Detection and Estimation with Quantile Difference Method."

Wentao Xia, Wei Xiong, Maozai Tian (2016)

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DOI: 10.1007/S11424-015-3161-X

access: closed

type: Journal Article

metadata version: 2020-06-08

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  dblp key:
  - journals/jossac/XiaXT16
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  - https://dblp.org/rec/journals/jossac/XiaXT16
Wentao Xia, Wei Xiong, Maozai Tian:
Heteroscedasticity Detection and Estimation with Quantile Difference Method. J. Syst. Sci. Complex. 29(2): 511-530 (2016)

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