On statistical inference for quantile time series models


Grant Data
Project Title
On statistical inference for quantile time series models
Principal Investigator
Dr Li, Guodong   (Principal investigator)
Duration
36
Start Date
2013-11-01
Completion Date
2016-10-31
Amount
592987
Conference Title
Presentation Title
Keywords
Autoregression, Autocorrelations, Bootstrapping approximation, Diagnostic checking, Model identification
Discipline
Probability & Statistics
Panel
Physical Sciences (P)
Sponsor
RGC General Research Fund (GRF)
HKU Project Code
HKU 702613P
Grant Type
General Research Fund (GRF)
Funding Year
2013/2014
Status
On-going