Composite quantile regression estimation for P-GARCH processes (Q295137): Difference between revisions
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Revision as of 23:15, 19 March 2024
scientific article
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English | Composite quantile regression estimation for P-GARCH processes |
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Composite quantile regression estimation for P-GARCH processes (English)
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17 June 2016
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composite quantile regression
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periodic GARCH process
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strictly periodic stationarity
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strong consistency
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asymptotic normality
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