Composite quantile regression estimation for P-GARCH processes (Q295137)
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scientific article; zbMATH DE number 6594692
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Composite quantile regression estimation for P-GARCH processes |
scientific article; zbMATH DE number 6594692 |
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Composite quantile regression estimation for P-GARCH processes (English)
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17 June 2016
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composite quantile regression
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periodic GARCH process
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strictly periodic stationarity
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strong consistency
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asymptotic normality
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