A SIMPLE ITERATIVE Z-ESTIMATOR FOR SEMIPARAMETRIC MODELS (Q4629567)

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scientific article; zbMATH DE number 7043630
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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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