Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 5 (2018), pp. 975-993 (19 pages) Estimating conditional quantiles of financial time series is essential for ...
Single and multivariable regression, forecasting using regression models, time series models, and modeling with MA, AR, ARMA, and ARIMA models, forecasting with time series models, and spectral ...
Vector time series data are widely met in practice. In this paper we propose a multivariate functional-coefficient regression model with heteroscedasticity for modelling such data. A local linear ...
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