Sequential monitoring for conditional quantiles of general conditional heteroscedastic time series models.

MLA

Lee, Sangyeol, and Chang Kyeom Kim. “Sequential Monitoring for Conditional Quantiles of General Conditional Heteroscedastic Time Series Models.” Applied Stochastic Models in Business & Industry, vol. 40, no. 4, July 2024, pp. 1012–38. EBSCOhost, https://doi.org/10.1002/asmb.2865.

APA

Lee, S., & Kim, C. K. (2024). Sequential monitoring for conditional quantiles of general conditional heteroscedastic time series models. Applied Stochastic Models in Business & Industry, 40(4), 1012–1038. https://doi.org/10.1002/asmb.2865

Chicago

Lee, Sangyeol, and Chang Kyeom Kim. 2024. “Sequential Monitoring for Conditional Quantiles of General Conditional Heteroscedastic Time Series Models.” Applied Stochastic Models in Business & Industry 40 (4): 1012–38. doi:10.1002/asmb.2865.