Pages that link to "Item:Q888341"
From MaRDI portal
The following pages link to Statistical inference for conditional quantiles in nonlinear time series models (Q888341):
Displaying 19 items.
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- A new quantile function based model for modeling price behaviors in financial markets (Q660066) (← links)
- Frontiers in time series and financial econometrics: an overview (Q888316) (← links)
- Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
- Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (Q1045793) (← links)
- Large sample inference for conditional exponential families with applications to nonlinear time series (Q1330176) (← links)
- Conditional empirical, quantile and difference processes for a large class of time series with applications (Q1330216) (← links)
- Nonparametric estimates for conditional quantiles of time series (Q1621960) (← links)
- Stochastic tail index model for high frequency financial data with Bayesian analysis (Q1644258) (← links)
- Estimation and test for quantile nonlinear cointegrating regression (Q1672711) (← links)
- Hybrid quantile estimation for asymmetric power GARCH models (Q2116338) (← links)
- Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models (Q3069899) (← links)
- A quantile function approach to the distribution of financial returns following TGARCH models (Q3389299) (← links)
- Copula-based nonlinear quantile autoregression (Q3406053) (← links)
- Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models (Q4997698) (← links)
- Conditional time-dependent nonparametric estimators with an application to healthcare production function (Q5034190) (← links)
- On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series (Q5082676) (← links)
- Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors (Q5117970) (← links)
- (Q5383635) (← links)
