Pages that link to "Item:Q3406053"

The following pages link to Copula-based nonlinear quantile autoregression (Q3406053):

Displaying 33 items.

• D-vine copula based quantile regression (Q112600) (← links)
• Semi-parametric copula-based models under non-stationarity (Q142233) (← links)
• Estimation of copula-based semiparametric time series models (Q274894) (← links)
• A review of copula models for economic time series (Q443763) (← links)
• Statistical inference for conditional quantiles in nonlinear time series models (Q888341) (← links)
• Quantile regression for mixed models with an application to examine blood pressure trends in China (Q902897) (← links)
• Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
• Dependence properties of conditional distributions of some copula models (Q1617331) (← links)
• Estimation and test for quantile nonlinear cointegrating regression (Q1672711) (← links)
• Copula-based time series with filtered nonstationarity (Q2116363) (← links)
• Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies (Q2121830) (← links)
• Quantile forecasting and data-driven inventory management under nonstationary demand (Q2294360) (← links)
• Modelling and estimation of nonlinear quantile regression with clustered data (Q2416737) (← links)
• Computation and application of copula-based weighted average quantile regression (Q2515106) (← links)
• Nonparametric C- and D-vine-based quantile regression (Q2667760) (← links)
• Measurement of risk based on QR-GARCH-EVT model (Q2690785) (← links)
• A semiparametric nonlinear quantile regression model for financial returns (Q2691693) (← links)
• Vector copulas (Q2697978) (← links)
• TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (Q2929840) (← links)
• A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach (Q2968467) (← links)
• Gaussian copula based composite quantile regression in semivarying models with longitudinal data (Q5079845) (← links)
• (Q5121458) (← links)
• A GLM Approach to Estimating Copula Models (Q5265817) (← links)
• (Q5383635) (← links)
• ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE (Q5397669) (← links)
• ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE (Q5741624) (← links)
• Nonstationary nonlinear quantile regression (Q5860924) (← links)
• High-Dimensional Spatial Quantile Function-on-Scalar Regression (Q5881157) (← links)
• Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model (Q6090554) (← links)
• Solving Estimating Equations With Copulas (Q6567910) (← links)
• Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series (Q6621654) (← links)
• Extreme Quantile Estimation for Autoregressive Models (Q6634896) (← links)
• Inference in predictive quantile regressions (Q6664664) (← links)