On statistical inference for quantile time series models


Grant Data
Project Title
On statistical inference for quantile time series models
Principal Investigator
Professor Li, Guodong   (Principal Investigator (PI))
Duration
36
Start Date
2013-11-01
Amount
592987
Conference Title
On statistical inference for quantile time series models
Presentation Title
Keywords
Autocorrelations, Autoregression, Bootstrapping approximation, Diagnostic checking, Model identification
Discipline
Probability & Statistics
Panel
Physical Sciences (P)
HKU Project Code
HKU 702613P
Grant Type
General Research Fund (GRF)
Funding Year
2013
Status
Completed