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Multivariate Quantile Impulse Response Functions - MaRDI portal

Multivariate Quantile Impulse Response Functions (Q5237529)

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scientific article; zbMATH DE number 7119462
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English
Multivariate Quantile Impulse Response Functions
scientific article; zbMATH DE number 7119462

    Statements

    title
    Multivariate Quantile Impulse Response Functions (English)
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    publication date
    18 October 2019
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    zbMATH Keywords
    multivariate quantiles
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    multivariate time-series
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    vector autoregression
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    impulse response functions
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    Identifiers

    DOI
    10.1111/jtsa.12452
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    Mathematics Subject Classification ID
    62H05
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    62M10
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    91B84
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    62P05
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    zbMATH DE Number
    7119462
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    OpenAlex ID
    W2941281431
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    Wikidata QID
    Q127998603
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