Pages that link to "Item:Q2821474"
From MaRDI portal
The following pages link to Quantile regression for location-scale time series models with conditional heteroscedasticity (Q2821474):
Displaying 20 items.
- Smoothed conditional scale function estimation in AR(1)-ARCH(1) processes (Q1658202) (← links)
- Linear double autoregression (Q1792485) (← links)
- Test for conditional quantile change in GARCH models (Q2151594) (← links)
- Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
- Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models (Q3069899) (← links)
- Hybrid Quantile Regression Estimation for Time Series Models with Conditional Heteroscedasticity (Q4628022) (← links)
- Quantile Regression Estimator for GARCH Models (Q4911963) (← links)
- Bootstrap entropy test for general location-scale time series models with heteroscedasticity (Q4960705) (← links)
- Estimation of value-at-risk using single index quantile regression (Q5034184) (← links)
- Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations (Q5083339) (← links)
- Conditional quantile estimation for hysteretic autoregressive models (Q5109921) (← links)
- Averaged Autoregression Quantiles in Autoregressive Model (Q5141226) (← links)
- Quantile Estimation of Regression Models with GARCH-X Errors (Q5155187) (← links)
- QUANTILE PERIODOGRAM AND TIME‐DEPENDENT VARIANCE (Q5176760) (← links)
- (Q5499395) (← links)
- Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
- Conditional quantile change test for time series based on support vector regression (Q6141736) (← links)
- Test for conditional quantile change in general conditional heteroscedastic time series models (Q6197124) (← links)
- Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap (Q6574635) (← links)
- Extreme Quantile Estimation for Autoregressive Models (Q6634896) (← links)
