Dynamic quantile function models (Q5039628)
From MaRDI portal
scientific article; zbMATH DE number 7595442
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic quantile function models |
scientific article; zbMATH DE number 7595442 |
Statements
Dynamic quantile function models (English)
0 references
30 September 2022
0 references
Markov chain Monte Carlo
0 references
\(g\)-and-\(h\) distributions
0 references
quantile functions
0 references
symbolic data
0 references
value-at-risk
0 references
0 references
0 references
0 references
0 references
0 references
