Copula-based nonlinear quantile autoregression (Q3406053): Difference between revisions
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Property / DOI: 10.1111/j.1368-423X.2008.00274.x / rank | |||
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Property / author: Roger W. Koenker / rank | |||
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Property / author: Roger W. Koenker / rank | |||
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Property / describes a project that uses: CAViaR / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / cites work: Estimation of copula-based semiparametric time series models / rank | |||
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Property / cites work: Q4382161 / rank | |||
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Property / cites work: Regression Quantiles / rank | |||
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Property / cites work: Inference on the Quantile Regression Process / rank | |||
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Property / full work available at URL: https://doi.org/10.1111/j.1368-423x.2008.00274.x / rank | |||
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Property / OpenAlex ID: W3123890958 / rank | |||
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Property / DOI: 10.1111/J.1368-423X.2008.00274.X / rank | |||
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Latest revision as of 05:19, 21 December 2024
scientific article
Language | Label | Description | Also known as |
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English | Copula-based nonlinear quantile autoregression |
scientific article |
Statements
Copula-based nonlinear quantile autoregression (English)
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12 February 2010
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copula
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ergodic nonlinear Markov models
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quantile autoregression
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