Pages that link to "Item:Q3608193"

The following pages link to Quantile self-exciting threshold autoregressive time series models (Q3608193):

Displaying 17 items.

• Polynomial power-Pareto quantile function models (Q650733) (← links)
• Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
• Generalized threshold latent variable model (Q2002582) (← links)
• How is price explosivity triggered in the cryptocurrency markets? (Q2070708) (← links)
• Modeling tail risks of inflation using unobserved component quantile regressions (Q2097992) (← links)
• Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
• Modeling population dynamics: a quantile approach (Q2344609) (← links)
• Estimation of Non-Crossing Quantile Regression Curves (Q2788940) (← links)
• A Quantile Survival Model for Censored Data (Q2802837) (← links)
• A quantile function approach to the distribution of financial returns following TGARCH models (Q3389299) (← links)
• Threshold quantile autoregressive models (Q4979106) (← links)
• A new Bayesian approach to quantile autoregressive time series model estimation and forecasting (Q5397942) (← links)
• Common threshold in quantile regressions with an application to pricing for reputation (Q5860925) (← links)
• Testing for a unit root in a nonlinear quantile autoregression framework (Q5862504) (← links)
• A General Quantile Function Model for Economic and Financial Time Series (Q5863651) (← links)
• Markov switching quantile autoregression (Q6064121) (← links)
• Spatial cluster detection with threshold quantile regression (Q6617830) (← links)