The quantilogram: with an application to evaluating directional predictability (Q288359): Difference between revisions

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+Weak convergence of the sequential empirical processes of residuals in ARMA models
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+Asymptotic Theory of Least Absolute Error Regression
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+Q3321260
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+Q3827448
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+Q4230831
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+The sample autocorrelations of heavy-tailed processes with applications to ARCH
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+Temporal Aggregation of Garch Processes
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+Generalized portmanteau statistics and tests of randomness
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+Generalized runs tests for heteroscedastic time series
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+Rank-Based Autoregressive Order Identification
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+Regression rank scores and regression quantiles
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+Q3911791
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+Asymptotic relations of M-estimates and R-estimates in linear regression model
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+A weak convergence result useful in robust autoregression
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+Weighted empirical processes in dynamic nonlinear models.
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+Resampling methods for dependent data
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+Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1
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+Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
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+Subsampling
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+Convergence of stochastic processes
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+Q4015739
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+The asymptotic null distribution of the Box-Pierce \(\mathcal Q\)-statistic for random variables with infinite variance. An application to German stock returns
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+Trimmed Least Squares Estimation in the Linear Model
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+The weighted empirical process of row independent random variables with arbitrary distribution functions
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