Extreme quantile estimation for autoregressive models
Deyuan Li, Huixia Judy Wang
| Year of publication: |
2019
|
|---|---|
| Authors: | Li, Deyuan ; Wang, Huixia |
| Subject: | Extreme value theory | High quantile | Moment estimation | Quantile autoregression | Second-order condition | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Risikomaß | Risk measure | Ausreißer | Outliers | Statistische Verteilung | Statistical distribution | ARCH-Modell | ARCH model | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2017.1408469 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012179004