Uncertain quantile autoregressive model

DOI10.1080/03610918.2023.2299759MaRDI QIDQ6922283zbMATH OpenFDO

Authors Yuxin Shi, Yuhong Sheng

Publication date 1 October 2025

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2023.2299759

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Cross validation for uncertain autoregressive model
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• Least absolute deviations estimation for uncertain autoregressive model
• Least-squares estimation for uncertain moving average model
• On a method of investigating periodicities in disturbed series, with special reference to Wolfer's sunspot numbers.
• On periodicity in series of related terms.
• Uncertain Autoregressive Model via LASSO Procedure
• Uncertain hypothesis test with application to uncertain regression analysis
• Uncertain time series analysis with imprecise observations
• Uncertain vector autoregressive model with imprecise observations
• Uncertainty theory

Cited in

(1)

• Uncertain regression model with autoregressive moving average time series errors

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