Pages that link to "Item:Q295137"
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The following pages link to Composite quantile regression estimation for P-GARCH processes (Q295137):
Displaying 5 items.
- CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (Q2113611) (← links)
- Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression (Q2667134) (← links)
- (Q3385148) (← links)
- Quantile Regression Estimator for GARCH Models (Q4911963) (← links)
- Weighted composite quantile regression estimation of DTARCH models (Q5093220) (← links)