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 ...

This is the twelfth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

We show boundedness in probability uniformly in sample size of a general M-estimator for multiple linear regression in time series. The positive criterion function for the M-estimator is assumed lower ...

Artificial intelligence (AI) technologies are currently revolutionizing industries and enabling automation on a scale we've never seen before. Of course, none of this is possible without data. These ...

1. Difference Equations -- 2. Lag Operators -- 3. Stationary ARMA Processes -- 4. Forecasting -- 5. Maximum Likelihood Estimation -- 6. Spectral Analysis -- 7 ...

Time series graphs are intuitive, helping you relate a metric to time. Marketing analysts are often faced with choosing a data visualization that speaks to managers and colleagues interested in ...

Summer short courses are designed to enhance the elective offerings available to IAD students, and for students in related programs at UB. These ‘bite-size’ courses are designed to: Equip students ...