Pages that link to "Item:Q3608193"
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The following pages link to Quantile self-exciting threshold autoregressive time series models (Q3608193):
Displaying 24 items.
- Polynomial power-Pareto quantile function models (Q650733) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Hurst exponent estimation of self-affine time series using quantile graphs (Q1619018) (← links)
- Self-exciting threshold binomial autoregressive processes (Q1622084) (← links)
- Generalized threshold latent variable model (Q2002582) (← links)
- How is price explosivity triggered in the cryptocurrency markets? (Q2070708) (← links)
- Modeling tail risks of inflation using unobserved component quantile regressions (Q2097992) (← links)
- Self-weighted quantile estimation of autoregressive conditional duration model (Q2126020) (← links)
- Self-excited hysteretic negative binomial autoregression (Q2218622) (← links)
- Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
- Modeling population dynamics: a quantile approach (Q2344609) (← links)
- Estimation of non-crossing quantile regression curves (Q2788940) (← links)
- A quantile survival model for censored data (Q2802837) (← links)
- A quantile function approach to the distribution of financial returns following TGARCH models (Q3389299) (← links)
- Threshold quantile autoregressive models (Q4979106) (← links)
- Forecasting for quantile self-exciting threshold autoregressive time series models (Q5305481) (← links)
- A new Bayesian approach to quantile autoregressive time series model estimation and forecasting (Q5397942) (← links)
- Common threshold in quantile regressions with an application to pricing for reputation (Q5860925) (← links)
- Testing for a unit root in a nonlinear quantile autoregression framework (Q5862504) (← links)
- A General Quantile Function Model for Economic and Financial Time Series (Q5863651) (← links)
- Markov switching quantile autoregression (Q6064121) (← links)
- Bayesian inference for quantile autoregressive model with explanatory variables (Q6106243) (← links)
- Single-index Thresholding in Quantile Regression (Q6110735) (← links)
- Spatial cluster detection with threshold quantile regression (Q6617830) (← links)
