FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2165429427> ?p ?o ?g. }

• W2165429427 endingPage "261" @default.
• W2165429427 startingPage "246" @default.
• W2165429427 abstract "In this article, we propose two important measures, quantile correlation (QCOR) and quantile partial correlation (QPCOR). We then apply them to quantile autoregressive (QAR) models, and introduce two valuable quantities, the quantile autocorrelation function (QACF) and the quantile partial autocorrelation function (QPACF). This allows us to extend the Box–Jenkins three-stage procedure (model identification, model parameter estimation, and model diagnostic checking) from classical autoregressive models to quantile autoregressive models. Specifically, the QPACF of an observed time series can be employed to identify the autoregressive order, while the QACF of residuals obtained from the fitted model can be used to assess the model adequacy. We not only demonstrate the asymptotic properties of QCOR and QPCOR, but also show the large sample results of QACF, QPACF, and the quantile version of the Box–Pierce test. Moreover, we obtain the bootstrap approximations to the distributions of parameter estimators and proposed measures. Simulation studies indicate that the proposed methods perform well in finite samples, and an empirical example is presented to illustrate usefulness. Supplementary materials for this article are available online." @default.
• W2165429427 created "2016-06-24" @default.
• W2165429427 creator A5027334799 @default.
• W2165429427 creator A5041103597 @default.
• W2165429427 creator A5064842058 @default.
• W2165429427 date "2015-01-02" @default.
• W2165429427 modified "2023-09-30" @default.
• W2165429427 title "Quantile Correlations and Quantile Autoregressive Modeling" @default.
• W2165429427 cites W1460189015 @default.
• W2165429427 cites W1494830222 @default.
• W2165429427 cites W1965708531 @default.
• W2165429427 cites W1965964409 @default.
• W2165429427 cites W1967525463 @default.
• W2165429427 cites W1975286873 @default.
• W2165429427 cites W1985148971 @default.
• W2165429427 cites W1991620995 @default.
• W2165429427 cites W1992015234 @default.
• W2165429427 cites W2001232785 @default.
• W2165429427 cites W2005249272 @default.
• W2165429427 cites W2007494410 @default.
• W2165429427 cites W2017044442 @default.
• W2165429427 cites W2020023242 @default.
• W2165429427 cites W2021869006 @default.
• W2165429427 cites W2023166574 @default.
• W2165429427 cites W2023345279 @default.
• W2165429427 cites W2030339186 @default.
• W2165429427 cites W2033883673 @default.
• W2165429427 cites W2035673851 @default.
• W2165429427 cites W2047827159 @default.
• W2165429427 cites W2048773948 @default.
• W2165429427 cites W2075754144 @default.
• W2165429427 cites W2096904991 @default.
• W2165429427 cites W2098347405 @default.
• W2165429427 cites W2111388513 @default.
• W2165429427 cites W2125979918 @default.
• W2165429427 cites W2133596638 @default.
• W2165429427 cites W2149249032 @default.
• W2165429427 cites W2154560360 @default.
• W2165429427 cites W2154819265 @default.
• W2165429427 cites W2156628102 @default.
• W2165429427 cites W2160958655 @default.
• W2165429427 cites W2168175751 @default.
• W2165429427 cites W2499678836 @default.
• W2165429427 cites W2797333853 @default.
• W2165429427 cites W2802739963 @default.
• W2165429427 cites W3100004368 @default.
• W2165429427 cites W3122008423 @default.
• W2165429427 cites W3123890958 @default.
• W2165429427 cites W3124342336 @default.
• W2165429427 cites W4240874411 @default.
• W2165429427 cites W4241653265 @default.
• W2165429427 cites W4246587917 @default.
• W2165429427 cites W4251244897 @default.
• W2165429427 doi "https://doi.org/10.1080/01621459.2014.892007" @default.
• W2165429427 hasPublicationYear "2015" @default.
• W2165429427 type Work @default.
• W2165429427 sameAs 2165429427 @default.
• W2165429427 citedByCount "91" @default.
• W2165429427 countsByYear W21654294272012 @default.
• W2165429427 countsByYear W21654294272014 @default.
• W2165429427 countsByYear W21654294272015 @default.
• W2165429427 countsByYear W21654294272016 @default.
• W2165429427 countsByYear W21654294272017 @default.
• W2165429427 countsByYear W21654294272018 @default.
• W2165429427 countsByYear W21654294272019 @default.
• W2165429427 countsByYear W21654294272020 @default.
• W2165429427 countsByYear W21654294272021 @default.
• W2165429427 countsByYear W21654294272022 @default.
• W2165429427 countsByYear W21654294272023 @default.
• W2165429427 crossrefType "journal-article" @default.
• W2165429427 hasAuthorship W2165429427A5027334799 @default.
• W2165429427 hasAuthorship W2165429427A5041103597 @default.
• W2165429427 hasAuthorship W2165429427A5064842058 @default.
• W2165429427 hasBestOaLocation W21654294272 @default.
• W2165429427 hasConcept C103784038 @default.
• W2165429427 hasConcept C105795698 @default.
• W2165429427 hasConcept C114775468 @default.
• W2165429427 hasConcept C118671147 @default.
• W2165429427 hasConcept C143724316 @default.
• W2165429427 hasConcept C149782125 @default.
• W2165429427 hasConcept C151406439 @default.
• W2165429427 hasConcept C151730666 @default.
• W2165429427 hasConcept C159877910 @default.
• W2165429427 hasConcept C185429906 @default.
• W2165429427 hasConcept C194657046 @default.
• W2165429427 hasConcept C197055811 @default.
• W2165429427 hasConcept C24338571 @default.
• W2165429427 hasConcept C33923547 @default.
• W2165429427 hasConcept C47121976 @default.
• W2165429427 hasConcept C5297727 @default.
• W2165429427 hasConcept C63817138 @default.
• W2165429427 hasConcept C82257358 @default.
• W2165429427 hasConcept C86803240 @default.
• W2165429427 hasConceptScore W2165429427C103784038 @default.
• W2165429427 hasConceptScore W2165429427C105795698 @default.
• W2165429427 hasConceptScore W2165429427C114775468 @default.
• W2165429427 hasConceptScore W2165429427C118671147 @default.
• W2165429427 hasConceptScore W2165429427C143724316 @default.

• next