Pages that link to "Item:Q288359"

The following pages link to The quantilogram: with an application to evaluating directional predictability (Q288359):

Displaying 10 items.

• quantilogram (Q36894) (← links)
• Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
• Random walk or chaos: a formal test on the Lyapunov exponent (Q527976) (← links)
• Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
• Inference on the tail process with application to financial time series modeling (Q1644260) (← links)
• Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series (Q1795021) (← links)
• Validation of positive expectation dependence (Q4578064) (← links)
• A new generalized exponentially weighted moving average quantile model and its statistical inference (Q6090552) (← links)
• Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)