R-estimation in semiparametric dynamic location-scale models (Q503558)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | R-estimation in semiparametric dynamic location-scale models |
scientific article |
Statements
R-estimation in semiparametric dynamic location-scale models (English)
0 references
13 January 2017
0 references
conditional heteroskedasticity
0 references
distribution-freeness
0 references
discretely observed Lévy processes
0 references
forecasting
0 references
R-estimation
0 references
realized volatility
0 references
skew-t family
0 references
