Averaged autoregression quantiles in autoregressive model
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F20%3A10419273" target="_blank" >RIV/00216208:11320/20:10419273 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1007/978-3-030-48814-7" target="_blank" >https://doi.org/10.1007/978-3-030-48814-7</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-030-48814-7_1" target="_blank" >10.1007/978-3-030-48814-7_1</a>
Alternative languages
Result language
angličtina
Original language name
Averaged autoregression quantiles in autoregressive model
Original language description
This paper considers the concept of averaged autoregression quantile in autoregressive models. Our primary interest is its structure, qualities, and its applications. Moreover, we investigate the properties of averaged autoregression quantile under the local heteroscedasticity. For an illustration, a simulation study is provided.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
<a href="/en/project/GA18-01137S" target="_blank" >GA18-01137S: Random Processes of Regression Quantiles in the Financial Risk Analysis</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Analytical Methods in Statistics
ISBN
978-3-030-48813-0
ISSN
2194-1009
e-ISSN
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Number of pages
15
Pages from-to
1-15
Publisher name
SPRINGER
Place of publication
Cham, Switzerland
Event location
Liberec
Event date
Sep 16, 2019
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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