Copula-based nonlinear quantile autoregression (Q3406053)

From MaRDI portal
Revision as of 05:19, 21 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Copula-based nonlinear quantile autoregression
scientific article

    Statements

    title
    Copula-based nonlinear quantile autoregression (English)
    0 references
    author
    Xiaohong Chen
    0 references
    Zhijie Xiao
    0 references
    Roger W. Koenker
    0 references
    publication date
    12 February 2010
    0 references
    zbMATH Keywords
    copula
    0 references
    ergodic nonlinear Markov models
    0 references
    quantile autoregression
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62M10
    0 references
    62G08
    0 references
    62F12
    0 references
    62F03
    0 references
    62G20
    0 references
    62P05
    0 references
    62G32
    0 references
    62M05
    0 references
    91G70
    0 references
    zbMATH DE Number
    5669379
    0 references
    OpenAlex ID
    W3123890958
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3406053&oldid=39307273"
    Powered by MediaWiki