Local composite quantile regression estimation of time-varying parameter vector for multidimensional time-inhomogeneous diffusion models
Wang, Ji-Xia, Xiao, Qing-XianVolume:
41
Language:
english
Journal:
Journal of Applied Statistics
DOI:
10.1080/02664763.2014.911824
Date:
November, 2014
File:
PDF, 166 KB
english, 2014