Nonparametric estimates for conditional quantiles of time series (Q1621960): Difference between revisions
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Revision as of 11:16, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimates for conditional quantiles of time series |
scientific article |
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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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