A smooth block bootstrap for quantile regression with time series (Q1650073): Difference between revisions

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Latest revision as of 01:18, 16 July 2024

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A smooth block bootstrap for quantile regression with time series
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    A smooth block bootstrap for quantile regression with time series (English)
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    29 June 2018
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    kernel smoothing
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    jackknife after bootstrap
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    moving blocks
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    tapering
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    value at risk
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