Efficient estimation in dynamic conditional quantile models (Q736520): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:21, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation in dynamic conditional quantile models |
scientific article |
Statements
Efficient estimation in dynamic conditional quantile models (English)
0 references
4 August 2016
0 references
semiparametric efficiency
0 references
time series models
0 references
dependence
0 references
conditional quantiles
0 references
