Quantile regression for location-scale time series models with conditional heteroscedasticity (Q2821474)
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scientific article; zbMATH DE number 6628979
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile regression for location-scale time series models with conditional heteroscedasticity |
scientific article; zbMATH DE number 6628979 |
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21 September 2016
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ARMA-AGARCH models
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asymptotic normality
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conditional autoregressive value-at-risk models
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conditional location-scale time series models
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identifiability condition
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quantile regression
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Quantile regression for location-scale time series models with conditional heteroscedasticity (English)
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