Hybrid Quantile Regression Estimation for Time Series Models with Conditional Heteroscedasticity (Q4628022): Difference between revisions
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| Property / author: Qian-Qian Zhu / rank | |||
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Latest revision as of 20:14, 19 April 2024
scientific article; zbMATH DE number 7032843
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hybrid Quantile Regression Estimation for Time Series Models with Conditional Heteroscedasticity |
scientific article; zbMATH DE number 7032843 |
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Hybrid Quantile Regression Estimation for Time Series Models with Conditional Heteroscedasticity (English)
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6 March 2019
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bootstrap method
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conditional quantile
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generalized autoregressive conditional heteroscedasticity
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nonlinear time series
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quantile regression
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