Quantile regression for linear models with autoregressive errors using EM algorithm

Yuzhu Tian, Man-Lai Tang, Yanchao Zang, Maozai Tian. Quantile regression for linear models with autoregressive errors using EM algorithm. Comput. Stat., 33(4):1605-1625, 2018. [doi]

@article{TianTZT18,
  title = {Quantile regression for linear models with autoregressive errors using EM algorithm},
  author = {Yuzhu Tian and Man-Lai Tang and Yanchao Zang and Maozai Tian},
  year = {2018},
  doi = {10.1007/s00180-018-0811-1},
  url = {https://doi.org/10.1007/s00180-018-0811-1},
  researchr = {https://researchr.org/publication/TianTZT18},
  cites = {0},
  citedby = {0},
  journal = {Comput. Stat.},
  volume = {33},
  number = {4},
  pages = {1605-1625},
}