Functional quantile autoregression
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 5984107 (Why is no real title available?)
- scientific article; zbMATH DE number 3789265 (Why is no real title available?)
- scientific article; zbMATH DE number 3390139 (Why is no real title available?)
- A simple nonparametric estimator of a strictly monotone regression function
- A weighted sieve estimator for nonparametric time series models with nonstationary variables
- Additive nonparametric models with time variable and both stationary and nonstationary regressors
- Conditional Quantile Analysis When Covariates are Functions, with Application to Growth Data
- Conditional quantile processes based on series or many regressors
- Conditional quantiles for dependent functional data with application to the climatic El Niño phenomenon
- Conditional quantiles: an operator-theoretical approach
- Convolutional autoregressive models for functional time series
- Correcting an estimator of a multivariate monotone function with isotonic regression
- Dynamic semiparametric models for expected shortfall (and value-at-risk)
- Estimation for single-index and partially linear single-index integrated models
- Estimation in functional linear quantile regression
- Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
- Functional regression of continuous state distributions
- Generalized functional linear models
- High dimensional generalized empirical likelihood for moment restrictions with dependent data
- Identification of Non-Linear Additive Autoregressive Models
- Improving point and interval estimators of monotone functions by rearrangement
- Least absolute deviations estimation for the censored regression model
- Linear processes in function spaces. Theory and applications
- Modeling maxima with autoregressive conditional Fréchet model
- Nonparametric Estimation of an Additive Quantile Regression Model
- On projection-type estimators of multivariate isotonic functions
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
- Quantile Autoregression
- Quantile and probability curves without crossing
- Quantile regression when the covariates are functions
- Some new asymptotic theory for least squares series: pointwise and uniform results
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
- Time series: theory and methods.
This page was built for publication: Functional quantile autoregression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6664651)
