Functional quantile autoregression
Chaohua Dong, Rong Chen, Zhijie Xiao, Weiyi Liu
| Year of publication: |
2024
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|---|---|
| Authors: | Dong, Chaohua ; Chen, Rong ; Xiao, Zhijie ; Liu, Weiyi |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ZDB-ID 1460617-3. - Vol. 244.2024, 2, Art.-No. 105765, p. 1-19
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| Subject: | GARCH | Distributional dynamics | Functional dependence | Quantile autoregression | Sieve estimation | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Autokorrelation | Autocorrelation | Statistische Verteilung | Statistical distribution | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2024.105765 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015553714