Averaged Autoregression Quantiles in Autoregressive Model
DOI10.1007/978-3-030-48814-7_1zbMATH Open1455.62108OpenAlexW3043395453MaRDI QIDQ5141226FDOQ5141226
Yeşim Güney, Jana Jurečková, Olcay Arslan
Publication date: 18 December 2020
Published in: Analytical Methods in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-48814-7_1
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- Limiting distributions for \(L_1\) regression estimators under general conditions
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- Unit Root Quantile Autoregression Inference
- Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models
- Quantile Correlations and Quantile Autoregressive Modeling
- Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
- Averaged extreme regression quantile
- Averaged Regression Quantiles
- A property of the observations fit by the extreme regression quantiles
- Adaptive estimation of autoregressive models with time-varying variances
- Autoregression quantiles and related rank-scores processes
- Limit theory for autoregressive-parameter estimates in an infinite-variance random walk
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- Optimal tests for autoregressive models based on autoregression rank scores
- Rank Tests under Uncertainty: Regression and Local Heteroscedasticity
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
- Quantile regression for location-scale time series models with conditional heteroscedasticity
- Regression Quantile and Averaged Regression Quantile Processes
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