Local composite quantile regression estimation of time-varying parameter vector for multidimensional time-inhomogeneous diffusion models (Q5130541)
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scientific article; zbMATH DE number 7267815
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local composite quantile regression estimation of time-varying parameter vector for multidimensional time-inhomogeneous diffusion models |
scientific article; zbMATH DE number 7267815 |
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Local composite quantile regression estimation of time-varying parameter vector for multidimensional time-inhomogeneous diffusion models (English)
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28 October 2020
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multidimensional diffusion model
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time-dependent parameter vector
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composite quantile regression estimation
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asymptotic normality
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asymptotic relative efficiency
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