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Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models 期刊论文
SCIENCE CHINA-MATHEMATICS, 2019, 卷号: 62, 期号: 12, 页码: 2571-2590
Authors:  Liu, Xiaoqian;  Song, Xinyuan;  Zhou, Yong
Favorite  |  View/Download:5/0  |  Submit date:2020/05/24
DTARCH model  quantile  weighted composite quantile regression  modified likelihood ratio test  restricted WCQR estimators  unrestricted WCQR estimators