Composite quantile regression estimation for P-GARCH processes (Q295137)
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scientific article; zbMATH DE number 6594692
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| English | Composite quantile regression estimation for P-GARCH processes |
scientific article; zbMATH DE number 6594692 |
Statements
Composite quantile regression estimation for P-GARCH processes (English)
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17 June 2016
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composite quantile regression
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periodic GARCH process
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strictly periodic stationarity
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strong consistency
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asymptotic normality
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0.8853473663330078
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0.8111603260040283
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0.8062883019447327
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0.7858615517616272
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0.7781708240509033
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