Cai, Y., Stander, J., & Davies, N. (2012). A new Bayesian approach to quantile autoregressive time series model estimation and forecasting. Journal of Time Series Analysis, 33(4), pp. 684-698. doi:10.1111/j.1467-9892.2012.00800.x

Cai, Yuzhi, Julian Stander, and Neville Davies. "A New Bayesian Approach to Quantile Autoregressive Time Series Model Estimation and Forecasting." Journal of Time Series Analysis 33, no. 4 (2012): 684-698.

Cai, Yuzhi, Julian Stander, and Neville Davies. "A New Bayesian Approach to Quantile Autoregressive Time Series Model Estimation and Forecasting." Journal of Time Series Analysis 33.4 (2012): 684-698.