File Download
Links for fulltext
(May Require Subscription)
- Publisher Website: 10.1080/01621459.2014.892007
- Scopus: eid_2-s2.0-84928230496
- WOS: WOS:000353474200020
- Find via
Supplementary
- Citations:
- Appears in Collections:
Article: Quantile Correlations and Quantile Autoregressive Modeling
Title | Quantile Correlations and Quantile Autoregressive Modeling |
---|---|
Authors | |
Keywords | Autocorrelation function Bootstrap method Box-Jenkins method Quantile partial correlation |
Issue Date | 2015 |
Publisher | American Statistical Association. The Journal's web site is located at http://www.amstat.org/publications/jasa/index.cfm?fuseaction=main |
Citation | Journal of the American Statistical Association, 2015, v. 110 n. 509, p. 246-261 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/217213 |
ISSN | 2023 Impact Factor: 3.0 2023 SCImago Journal Rankings: 3.922 |
SSRN | |
ISI Accession Number ID |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Li, G | - |
dc.contributor.author | Li, Y | - |
dc.contributor.author | Tsai, CL | - |
dc.date.accessioned | 2015-09-18T05:52:27Z | - |
dc.date.available | 2015-09-18T05:52:27Z | - |
dc.date.issued | 2015 | - |
dc.identifier.citation | Journal of the American Statistical Association, 2015, v. 110 n. 509, p. 246-261 | - |
dc.identifier.issn | 0162-1459 | - |
dc.identifier.uri | http://hdl.handle.net/10722/217213 | - |
dc.language | eng | - |
dc.publisher | American Statistical Association. The Journal's web site is located at http://www.amstat.org/publications/jasa/index.cfm?fuseaction=main | - |
dc.relation.ispartof | Journal of the American Statistical Association | - |
dc.subject | Autocorrelation function | - |
dc.subject | Bootstrap method | - |
dc.subject | Box-Jenkins method | - |
dc.subject | Quantile partial correlation | - |
dc.title | Quantile Correlations and Quantile Autoregressive Modeling | - |
dc.type | Article | - |
dc.identifier.email | Li, G: gdli@hku.hk | - |
dc.identifier.authority | Li, G=rp00738 | - |
dc.description.nature | postprint | - |
dc.identifier.doi | 10.1080/01621459.2014.892007 | - |
dc.identifier.scopus | eid_2-s2.0-84928230496 | - |
dc.identifier.hkuros | 251517 | - |
dc.identifier.volume | 110 | - |
dc.identifier.issue | 509 | - |
dc.identifier.spage | 246 | - |
dc.identifier.epage | 261 | - |
dc.identifier.isi | WOS:000353474200020 | - |
dc.publisher.place | United States | - |
dc.identifier.ssrn | 2153697 | - |
dc.identifier.issnl | 0162-1459 | - |