Pages that link to "Item:Q288359"
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The following pages link to The quantilogram: with an application to evaluating directional predictability (Q288359):
Displayed 11 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)
- Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis (Q2348726) (← 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)
- Predictive quantile regression with persistent covariates: IVX-QR approach (Q5964753) (← links)