Pages that link to "Item:Q288359"

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

Displaying 28 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)
• Robust fuzzy clustering based on quantile autocovariances (Q2029212) (← links)
• Whittle estimation based on the extremal spectral density of a heavy-tailed random field (Q2105071) (← links)
• The integrated copula spectrum (Q2112830) (← links)
• Dependence structure between Indian financial market and energy commodities: a cross-quantilogram based evidence (Q2150861) (← links)
• Penalised quantile periodogram for spectral estimation (Q2301105) (← links)
• Validation of association (Q2306090) (← links)
• Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis (Q2348726) (← links)
• Clustering of time series using quantile autocovariances (Q2418275) (← links)
• Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
• Tests of strict stationarity based on quantile indicators (Q3103198) (← links)
• Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) (← links)
• QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES (Q3460678) (← links)
• Validation of positive expectation dependence (Q4578064) (← links)
• (Q4969141) (← links)
• QUANTILOGRAMS UNDER STRONG DEPENDENCE (Q5112015) (← links)
• Nonlinear Spectral Analysis: A Local Gaussian Approach (Q5885124) (← links)
• Predictive quantile regression with persistent covariates: IVX-QR approach (Q5964753) (← 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)
• The nexus between black and digital gold: evidence from US markets (Q6547058) (← links)
• Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis (Q6567938) (← links)