Composite quantile regression estimation for P-GARCH processes (Q295137): Difference between revisions

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-Gui Ping Tao
@@ Property / author: Gui Ping Tao / rank @@
-Normal rank
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+Gui Ping Tao
@@ Property / author: Gui Ping Tao / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11425-015-5115-0
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@@ Property / OpenAlex ID @@
+W2225243479
@@ Property / OpenAlex ID: W2225243479 / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes
+Normal rank
@@ Property / cites work @@
+Probabilistic properties of periodic GARCH prosses
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@@ Property / cites work @@
+Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models
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@@ Property / cites work @@
+Strict stationarity of generalized autoregressive processes
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@@ Property / cites work @@
+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
+Normal rank
@@ Property / cites work @@
+Periodic Time Series Models
@@ Property / cites work: Periodic Time Series Models / rank @@
+Normal rank
@@ Property / cites work @@
+The Econometric Analysis of Seasonal Time Series
@@ Property / cites work: The Econometric Analysis of Seasonal Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile Regression Estimator for GARCH Models
@@ Property / cites work: Quantile Regression Estimator for GARCH Models / rank @@
+Normal rank
@@ Property / cites work @@
+On periodic and multiple autoregressions
@@ Property / cites work: On periodic and multiple autoregressions / rank @@
+Normal rank
@@ Property / cites work @@
+Least absolute deviations estimation for ARCH and GARCH models
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@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
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@@ Property / cites work @@
+Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models
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@@ Property / cites work @@
+Composite quantile regression and the oracle model selection theory
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