Pages that link to "Item:Q2674515"
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The following pages link to Extremal quantile autoregression for heavy-tailed time series (Q2674515):
Displaying 3 items.
- Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (Q1045793) (← links)
- Hurst exponent estimation of self-affine time series using quantile graphs (Q1619018) (← links)
- Pitfalls of fitting autoregressive models for heavy-tailed time series (Q1966374) (← links)