Functional quantile autoregression
From MaRDI portal
Publication:6664651
DOI10.1016/j.jeconom.2024.105765MaRDI QIDQ6664651
Chaohua Dong, Rong Chen, Weiyi Liu, Zhijie Xiao
Publication date: 16 January 2025
Published in: Journal of Econometrics (Search for Journal in Brave)
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A simple nonparametric estimator of a strictly monotone regression function
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
- Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
- Convolutional autoregressive models for functional time series
- Some new asymptotic theory for least squares series: pointwise and uniform results
- Functional regression of continuous state distributions
- Estimation in functional linear quantile regression
- Least absolute deviations estimation for the censored regression model
- Time series: theory and methods.
- Linear processes in function spaces. Theory and applications
- Modeling maxima with autoregressive conditional Fréchet model
- Additive nonparametric models with time variable and both stationary and nonstationary regressors
- Dynamic semiparametric models for expected shortfall (and value-at-risk)
- A weighted sieve estimator for nonparametric time series models with nonstationary variables
- Correcting an estimator of a multivariate monotone function with isotonic regression
- Conditional quantile processes based on series or many regressors
- High dimensional generalized empirical likelihood for moment restrictions with dependent data
- Generalized functional linear models
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
- Improving point and interval estimators of monotone functions by rearrangement
- Quantile and Probability Curves Without Crossing
- Conditional Quantile Analysis When Covariates are Functions, with Application to Growth Data
- Identification of Non-Linear Additive Autoregressive Models
- On Projection‐type Estimators of Multivariate Isotonic Functions
- Quantile regression when the covariates are functions
- Nonparametric Estimation of an Additive Quantile Regression Model
- Quantile Autoregression
- Estimation for single-index and partially linear single-index integrated models
- Conditional quantiles: an operator-theoretical approach
This page was built for publication: Functional quantile autoregression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6664651)