Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models |
scientific article |
Statements
Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (English)
0 references
1 February 2022
0 references
adaptive estimation
0 references
GARCH
0 references
asymptotic distribution of quantiles
0 references
conditional VaR
0 references
empirical distribution of residuals
0 references
stochastic equicontinuity
0 references
0 references
0 references
0 references
0 references
0 references
0 references