Non-crossing quantile double-autoregression for the analysis of streaming time series data

Cites Work

Unnamed Item
Asymptotic inference in multiple-threshold double autoregressive models
Composite quantile regression and the oracle model selection theory
Limiting distributions for \(L_1\) regression estimators under general conditions
Quantile regression under memory constraint
Fitting statistical distributions. The generalized lambda distribution and generalized bootstrap methods
Parametric modeling of quantile regression coefficient functions
A quantile function approach to the distribution of financial returns following TGARCH models
a study of the generalized tukey lambda family
Regression Quantiles
Estimation and Testing Stationarity for Double-Autoregressive Models
Quantile Double AR Time Series Models for Financial Returns
Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data
An efficient estimator of the parameters of the generalized lambda distribution
QUANTILE DOUBLE AUTOREGRESSION
Renewable Estimation and Incremental Inference in Generalized Linear Models with Streaming Data Sets
Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models
A General Quantile Function Model for Economic and Financial Time Series
Online Estimation for Functional Data
Real-Time Regression Analysis of Streaming Clustered Data With Possible Abnormal Data Batches
Optimal One-Pass Nonparametric Estimation Under Memory Constraint
No-Crossing Single-Index Quantile Regression Curve Estimation
Smoothing Quantile Regressions
Efficient Estimation for Models With Nonlinear Heteroscedasticity

This page was built for publication: Non-crossing quantile double-autoregression for the analysis of streaming time series data