Composite quantile regression estimation for P-GARCH processes (Q295137)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Composite quantile regression estimation for P-GARCH processes |
scientific article |
Statements
Composite quantile regression estimation for P-GARCH processes (English)
0 references
17 June 2016
0 references
composite quantile regression
0 references
periodic GARCH process
0 references
strictly periodic stationarity
0 references
strong consistency
0 references
asymptotic normality
0 references
0 references
0 references
0 references
