scientific article; zbMATH DE number 6401355
From MaRDI portal
Publication:5499395
zbMATH Open1313.62028MaRDI QIDQ5499395
Publication date: 11 February 2015
Title of this publication is not available (Why is that?)
asymptotic normalityasymptotic relative efficiencytime-dependent parametercomposite quantile regression estimationsemiparametric diffusion model
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)
Recommendations
- Local linear quantile estimation for nonstationary time series ๐ ๐
- Efficient estimation in the partially linear quantile regression model for longitudinal data ๐ ๐
- Quantile Regression for LocationโScale Time Series Models with Conditional Heteroscedasticity ๐ ๐
- Semiparametric partial Linear quantile regression of longitudinal data with time varying coefficients and informative observation times ๐ ๐
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL ๐ ๐
- Local composite quantile regression estimation of time-varying parameter vector for multidimensional time-inhomogeneous diffusion models ๐ ๐
- Title not available (Why is that?) ๐ ๐
- Title not available (Why is that?) ๐ ๐
- Title not available (Why is that?) ๐ ๐
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5499395)