Quantile prediction for time series in the fraction-of-time probability framework.

DOI10.1016/S0165-1684(02)00334-1zbMath1093.94501OpenAlexW2019608770MaRDI QIDQ1853345

Jacek Leśkow, Antonio Napolitano

Publication date: 21 January 2003

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(02)00334-1

zbMATH Keywords

Quantile predictionCFAR processorsFraction-of-time probability

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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