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Composite quantile regression estimation for P-GARCH processes 期刊论文
SCIENCE CHINA-MATHEMATICS, 2016, 卷号: 59, 期号: 5, 页码: 977-998
Authors:  Zhao Biao;  Chen Zhao;  Tao GuiPing;  Chen Min
Favorite  |  View/Download:85/0  |  Submit date:2018/07/30
composite quantile regression  periodic GARCH process  strictly periodic stationarity  strong consistency  asymptotic normality  
compositequantileregressionestimationforpgarchprocesses 期刊论文
sciencechinamathematics, 2016, 卷号: 59, 期号: 5, 页码: 977
Authors:  Zhao Biao;  Chen Zhao;  Tao Guiping;  Chen Min
Favorite  |  View/Download:68/0  |  Submit date:2020/01/10