Hybrid Quantile Regression Estimation for Time Series Models with Conditional Heteroscedasticity (Q4628022): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q477561 |
Changed an Item |
||
Property / author | |||
Property / author: Qian-Qian Zhu / rank | |||
Normal rank |
Revision as of 13:27, 15 February 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 |
Statements
Hybrid Quantile Regression Estimation for Time Series Models with Conditional Heteroscedasticity (English)
0 references
6 March 2019
0 references
bootstrap method
0 references
conditional quantile
0 references
generalized autoregressive conditional heteroscedasticity
0 references
nonlinear time series
0 references
quantile regression
0 references