Nonparametric estimates for conditional quantiles of time series (Q1621960)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonparametric estimates for conditional quantiles of time series |
scientific article; zbMATH DE number 6976285
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimates for conditional quantiles of time series |
scientific article; zbMATH DE number 6976285 |
Statements
Nonparametric estimates for conditional quantiles of time series (English)
0 references
12 November 2018
0 references
kernel estimate
0 references
quantile autoregression
0 references
uniform consistency
0 references
value at risk (VaR)
0 references
0 references
0 references
0.9847306
0 references
0.9648292
0 references
0.9552706
0 references
0.94178045
0 references
0.93528986
0 references
0.9287121
0 references
0.9264227
0 references
0.9156582
0 references
