Pages that link to "Item:Q282565"
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The following pages link to Quantile spectral processes: asymptotic analysis and inference (Q282565):
Displaying 16 items.
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- Statistical inference for quantiles in the frequency domain (Q1687327) (← links)
- Bayesian copula spectral analysis for stationary time series (Q1727902) (← links)
- Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
- Robust fuzzy clustering based on quantile autocovariances (Q2029212) (← links)
- Quantile-based fuzzy \(C\)-means clustering of multivariate time series: robust techniques (Q2092446) (← links)
- The integrated copula spectrum (Q2112830) (← links)
- Automatic estimation of spatial spectra via smoothing splines (Q2135879) (← links)
- On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
- A distribution free test for changes in the trend function of locally stationary processes (Q2233554) (← links)
- Robust tests for time series comparison based on Laplace periodograms (Q2242001) (← links)
- Composite Quantile Periodogram for Spectral Analysis (Q2789389) (← links)
- Fourier Analysis of Serial Dependence Measures (Q4604007) (← links)
- Quantile regression: A short story on how and why (Q5142205) (← links)
- The bootstrap for testing the equality of two multivariate time series with an application to financial markets (Q6125185) (← links)
- A copula spectral test for pairwise time reversibility (Q6133833) (← links)