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Quantile Correlations and Quantile Autoregressive Modeling - MaRDI portal

Quantile Correlations and Quantile Autoregressive Modeling (Q5367361)

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scientific article; zbMATH DE number 6790838
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Quantile Correlations and Quantile Autoregressive Modeling
scientific article; zbMATH DE number 6790838

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    Quantile Correlations and Quantile Autoregressive Modeling (English)
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    13 October 2017
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    autoregressive modeling
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    autocorrelation function
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    bootstrap method
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    Box-Jenkins method
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    quantile partial correlation
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