Pages that link to "Item:Q5305481"
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The following pages link to Forecasting for quantile self-exciting threshold autoregressive time series models (Q5305481):
Displaying 16 items.
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Statistical inference for conditional quantiles in nonlinear time series models (Q888341) (← links)
- Quantile regression for thinning-based INAR(1) models of time series of counts (Q2025167) (← links)
- Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
- A quantile function approach to the distribution of financial returns following TGARCH models (Q3389299) (← links)
- Quantile self-exciting threshold autoregressive time series models (Q3608193) (← links)
- Threshold quantile autoregressive models (Q4979106) (← links)
- Forecasting with Multivariate Threshold Autoregressive Models (Q5029417) (← links)
- A new Bayesian approach to quantile autoregressive time series model estimation and forecasting (Q5397942) (← links)
- Combining Forecasts via Simulations (Q5418875) (← 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)
- Markov switching quantile autoregression (Q6064121) (← links)
- Single-index Thresholding in Quantile Regression (Q6110735) (← links)
- Spatial cluster detection with threshold quantile regression (Q6617830) (← links)
