Quantile Regression for Location-Scale Time Series Models with Conditional Heteroscedasticity

Mathematics

• Asymptotic Normality 12%
• Asymptotic Properties 11%
• Class 3%
• Conditional Heteroscedasticity 80%
• Conditional Model 17%
• Data analysis 12%
• Location-scale Model 78%
• Model 13%
• Moving Average 15%
• Moving Average Model 18%
• Quantile Regression 62%
• Regression Estimator 14%
• Simulation Study 9%
• Time Series Models 60%

Business & Economics

• Asymptotic Normality 17%
• Asymptotic Properties 16%
• Conditional Heteroscedasticity 75%
• Estimator 10%
• Generalized Autoregressive Conditional Heteroscedasticity 34%
• Mean-variance Model 17%
• Moving Average 30%
• Quantile Regression 100%
• Regression Method 14%
• Simulation Study 12%
• Time Series Models 56%