Efficient estimation in dynamic conditional quantile models (Q736520)
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scientific article; zbMATH DE number 6609149
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation in dynamic conditional quantile models |
scientific article; zbMATH DE number 6609149 |
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Efficient estimation in dynamic conditional quantile models (English)
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4 August 2016
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semiparametric efficiency
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time series models
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dependence
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conditional quantiles
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