Browsing by Subject "Time series"
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Conditional scale function estimate in the presence of unknown conditional quantile function
(African Network of Scientific and Technical Institutions (ANSTI), 2005)Standard approach for modeling and understanding the variability of statistical data or, generally, dependant data, is often based on the mean variance regression models. However, the assumptions employed on standardized ... -
Nonparametric Estimates for Conditional Quantiles of Time Series
(2014)We consider the problem of estimating the conditional quantile of a time series fYtg at time t given covariates Xt , where Xt can either exogenous variables or lagged variables of Yt . The conditional quantile is ...
