SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES (Q3557546)

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SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES
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    title
    SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES (English)
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    author
    Ivana Komunjer
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    Quang H. Vuong
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    publication date
    23 April 2010
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    Mathematics Subject Classification ID
    62M10
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    62G05
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    62F10
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    62E20
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    zbMATH DE Number
    5700361
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