Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity (Q2821474)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity |
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Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity (English)
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21 September 2016
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ARMA-AGARCH models
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asymptotic normality
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conditional autoregressive value-at-risk models
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conditional location-scale time series models
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identifiability condition
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quantile regression
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