Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226)
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scientific article; zbMATH DE number 7467732
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models |
scientific article; zbMATH DE number 7467732 |
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Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (English)
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1 February 2022
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adaptive estimation
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GARCH
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asymptotic distribution of quantiles
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conditional VaR
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empirical distribution of residuals
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stochastic equicontinuity
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