Pages that link to "Item:Q288359"
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The following pages link to The quantilogram: with an application to evaluating directional predictability (Q288359):
Displayed 24 items.
- quantilogram (Q36894) (← links)
- Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- Random walk or chaos: a formal test on the Lyapunov exponent (Q527976) (← links)
- Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
- Inference on the tail process with application to financial time series modeling (Q1644260) (← links)
- Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series (Q1795021) (← links)
- Robust fuzzy clustering based on quantile autocovariances (Q2029212) (← links)
- Whittle estimation based on the extremal spectral density of a heavy-tailed random field (Q2105071) (← links)
- The integrated copula spectrum (Q2112830) (← links)
- Dependence structure between Indian financial market and energy commodities: a cross-quantilogram based evidence (Q2150861) (← links)
- Penalised quantile periodogram for spectral estimation (Q2301105) (← links)
- Validation of association (Q2306090) (← links)
- Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis (Q2348726) (← links)
- Clustering of time series using quantile autocovariances (Q2418275) (← links)
- Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
- Tests of strict stationarity based on quantile indicators (Q3103198) (← links)
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) (← links)
- QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES (Q3460678) (← links)
- Validation of positive expectation dependence (Q4578064) (← links)
- (Q4969141) (← links)
- QUANTILOGRAMS UNDER STRONG DEPENDENCE (Q5112015) (← links)
- Nonlinear Spectral Analysis: A Local Gaussian Approach (Q5885124) (← links)
- Predictive quantile regression with persistent covariates: IVX-QR approach (Q5964753) (← links)