Extreme Quantile Estimation for Autoregressive Models
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Publication:6634896
DOI10.1080/07350015.2017.1408469zbMATH Open1548.62583MaRDI QIDQ6634896
Publication date: 8 November 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
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Related Items (3)
Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes ⋮ Online prediction of extreme conditional quantiles via B-spline interpolation ⋮ Neural networks for extreme quantile regression with an application to forecasting of flood risk
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