Asymptotic normality of composite quantile regression estimation for diffusion models (Q5497567)
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scientific article; zbMATH DE number 6401538
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| English | Asymptotic normality of composite quantile regression estimation for diffusion models |
scientific article; zbMATH DE number 6401538 |
Statements
11 February 2015
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diffusion model
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drift function
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composite quantile regression estimation
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asymptotic normality
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0.83011394739151
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0.812816321849823
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0.7935233116149902
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0.7701618075370789
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