Single and multivariable regression, forecasting using regression models, time series models, and modeling with MA, AR, ARMA, and ARIMA models, forecasting with time series models, and spectral ...
Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 5 (2018), pp. 975-993 (19 pages) Estimating conditional quantiles of financial time series is essential for ...