Quantile Correlations and Quantile Autoregressive Modeling

DOI10.1080/01621459.2014.892007zbMath1373.62286arXiv1209.6487OpenAlexW2165429427MaRDI QIDQ5367361

Yang Li, Guodong Li, Chih-Ling Tsai

Publication date: 13 October 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.6487

zbMATH Keywords

bootstrap methodautocorrelation functionquantile partial correlationautoregressive modelingBox-Jenkins method

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20)

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