A new generalized exponentially weighted moving average quantile model and its statistical inference (Q6090552)
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scientific article; zbMATH DE number 7767706
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new generalized exponentially weighted moving average quantile model and its statistical inference |
scientific article; zbMATH DE number 7767706 |
Statements
A new generalized exponentially weighted moving average quantile model and its statistical inference (English)
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17 November 2023
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conditional quantile
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generalized exponentially weighted moving average quantile model
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quantile time series model
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value at risk
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