Pages that link to "Item:Q5754776"
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The following pages link to Unit Root Quantile Autoregression Inference (Q5754776):
Displayed 25 items.
- Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997) (← links)
- Artifactual unit root behavior of value at risk (VaR) (Q297153) (← links)
- Dynamic quantile models (Q299276) (← links)
- VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385) (← links)
- Robust inference in nonstationary time series models (Q527996) (← links)
- Polynomial power-Pareto quantile function models (Q650733) (← links)
- Long-tail longitudinal modeling of insurance company expenses (Q661252) (← links)
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
- Estimation and test for quantile nonlinear cointegrating regression (Q1672711) (← links)
- Quantile inference for nonstationary processes with infinite variance innovations (Q2057405) (← links)
- Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
- Discriminant analysis by quantile regression with application on the climate change problem (Q2407065) (← links)
- Finite sample inference for quantile regression models (Q2630070) (← links)
- Unit root quantile autoregression testing using covariates (Q2630077) (← links)
- On the serial correlation in multi-horizon predictive quantile regression (Q2659974) (← links)
- Estimation of Non-Crossing Quantile Regression Curves (Q2788940) (← links)
- A Note on Unit Root Tests with Infinite Variance Noise (Q3183724) (← links)
- A Local Linear Least-Absolute-Deviations Estimator of Volatility (Q3543700) (← links)
- Quantile self-exciting threshold autoregressive time series models (Q3608193) (← links)
- A residual-based test for autocorrelation in quantile regression models (Q5106855) (← links)
- Semi-parametric modelling of temperature records (Q5126951) (← links)
- Averaged Autoregression Quantiles in Autoregressive Model (Q5141226) (← links)
- Multivariate Quantile Impulse Response Functions (Q5237529) (← links)
- BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES (Q5384847) (← links)
- A new Bayesian approach to quantile autoregressive time series model estimation and forecasting (Q5397942) (← links)