Nonparametric estimates for conditional quantiles of time series
type: Item
instance of: scholarly article
title: Nonparametric estimates for conditional quantiles of time series
zbMATH Open document ID: 1443.62254
author: Jürgen Franke
author: Weining Wang
author: Peter N. Mwita
published in: AStA. Advances in Statistical Analysis
publication date: 2018-11-12T00:00:00Z
full work available at URL: http://edoc.hu-berlin.de/18452/5151
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6976285
zbMATH Keywords: kernel estimate
zbMATH Keywords: quantile autoregression
zbMATH Keywords: uniform consistency
zbMATH Keywords: value at risk (VaR)
describes a project that uses: CAViaR
MaRDI profile type: Publication
OpenAlex ID: W2262291810
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DOI: 10.1007/S10182-014-0234-4
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description: scientific article; zbMATH DE number 6976285