A SIMPLE ITERATIVE Z-ESTIMATOR FOR SEMIPARAMETRIC MODELS (Q4629567)
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scientific article; zbMATH DE number 7043630
Language | Label | Description | Also known as |
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English | A SIMPLE ITERATIVE Z-ESTIMATOR FOR SEMIPARAMETRIC MODELS |
scientific article; zbMATH DE number 7043630 |
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A SIMPLE ITERATIVE Z-ESTIMATOR FOR SEMIPARAMETRIC MODELS (English)
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27 March 2019
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Newton-Raphson approach
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Hessian
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quantile regression model
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GARCH-in-mean model
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