Time Series Quantile Regression Using Random Forests.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 4, p. 639, doi. 10.1111/jtsa.12731
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2024 AND VI 45 AND IP 4
Results: 9
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2
A note on the embeddability conditions in the case of integrated carma (2, 1) stochastic process with single and double zero roots.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 4, p. 660, doi. 10.1111/jtsa.12730
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- Publication type:
- Article
3
Statistical inference for GQARCH‐Itô‐jumps model based on the realized range volatility.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 4, p. 613, doi. 10.1111/jtsa.12729
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- Publication type:
- Article
4
Count network autoregression.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 4, p. 584, doi. 10.1111/jtsa.12728
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- Publication type:
- Article
5
Asymptotic Normality of Bias Reduction Estimation for Jump Intensity Function in Financial Markets.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 4, p. 558, doi. 10.1111/jtsa.12727
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- Publication type:
- Article
6
High‐Frequency‐Based Volatility Model with Network Structure.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 4, p. 533, doi. 10.1111/jtsa.12726
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- Publication type:
- Article
7
Non‐crossing quantile double‐autoregression for the analysis of streaming time series data.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 4, p. 513, doi. 10.1111/jtsa.12725
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- Publication type:
- Article
8
Test of change point versus long‐range dependence in functional time series.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 4, p. 497, doi. 10.1111/jtsa.12723
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- Publication type:
- Article
9
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 4, p. 495, doi. 10.1111/jtsa.12697
- Publication type:
- Article