Application of empirical mode decomposition with local linear quantile regression in financial time series forecasting

DOI10.1155/2014/708918zbMath1328.91289OpenAlexW2141151549WikidataQ51218180 ScholiaQ51218180MaRDI QIDQ904624

Alsaidi M. Altaher, Abobaker M. Jaber, Mohd Tahir Ismail

Publication date: 13 January 2016

Published in: The Scientific World Journal. Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/708918

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Economic time series analysis (91B84)

Cites Work

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• Nonparametric estimates of regression quantiles and their local Bahadur representation
• Bandwidth selection for local linear regression
• An Effective Bandwidth Selector for Local Least Squares Regression
• Local Linear Quantile Regression
• Regression Quantiles
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
• Quantile smoothing splines
• Applications of Hilbert–Huang transform to non‐stationary financial time series analysis
• Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models

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