Nonparametric estimates for conditional quantiles of time series (Q1621960): Difference between revisions

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Latest revision as of 08:33, 17 July 2024

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Nonparametric estimates for conditional quantiles of time series
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    Nonparametric estimates for conditional quantiles of time series (English)
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    12 November 2018
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    kernel estimate
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    quantile autoregression
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    uniform consistency
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    value at risk (VaR)
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