Pages that link to "Item:Q1896276"
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The following pages link to Autoregression quantiles and related rank-scores processes (Q1896276):
Displaying 31 items.
- Testing for structural change in regression quantiles (Q295711) (← links)
- Dynamic quantile models (Q299276) (← links)
- Regression quantiles and their two-step modifications (Q426697) (← links)
- Finite-sample distribution of regression quantiles (Q613188) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- Conditional growth charts. (With discussion and rejoinder) (Q869963) (← links)
- A note on self-weighted quantile estimation for infinite variance quantile autoregression models (Q952867) (← links)
- Asymptotics for argmin processes: convexity arguments (Q1026368) (← links)
- Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores (Q1298971) (← links)
- Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes. (Q1299546) (← links)
- Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
- R-estimation in autoregression with square-integrable score function (Q1604625) (← links)
- Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323) (← links)
- Regression quantiles for unstable autoregressive models (Q1877008) (← links)
- Inference for spatial autoregressive models with infinite variance noises (Q1995608) (← links)
- Spatial quantile estimation of multivariate threshold time series models (Q2146847) (← links)
- Discussion of ``Local quantile regression'' (Q2434698) (← links)
- Extremal quantile autoregression for heavy-tailed time series (Q2674515) (← links)
- Quantile Autoregression for Censored Data (Q2817309) (← links)
- Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity (Q2821474) (← links)
- Weighted quantile regression for AR model with infinite variance errors (Q3145394) (← links)
- Weighted<i>L</i><sub>1</sub>-estimates for a VAR(<i>p</i>) time series model (Q3523678) (← links)
- Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models (Q3541270) (← links)
- Bootstrapping empirical distribution functions of residuals from autoregressive model fitting (Q4337285) (← links)
- Estimation in autoregressivemodels based on autoregressionrank scores (Q4789777) (← links)
- A residual-based test for autocorrelation in quantile regression models (Q5106855) (← links)
- Averaged Autoregression Quantiles in Autoregressive Model (Q5141226) (← links)
- On Hodges and Lehmann’s “6/π Result” (Q5167883) (← links)
- Regression Quantile and Averaged Regression Quantile Processes (Q5283080) (← links)
- Rank tests of unit root hypothesis with infinite variance errors (Q5944500) (← links)
- Nonparametric tests in linear model with autoregressive errors (Q6159680) (← links)