Pages that link to "Item:Q2255921"
From MaRDI portal
The following pages link to Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921):
Displaying 5 items.
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- Modeling tail risks of inflation using unobserved component quantile regressions (Q2097992) (← links)
- An efficient algorithm for structured sparse quantile regression (Q2259790) (← links)
- Discriminant analysis by quantile regression with application on the climate change problem (Q2407065) (← links)
- Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis (Q6168909) (← links)
