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 ...

The predictive analytics market within the banking sector has been witnessing substantial growth in recent years, fueled by the increasing adoption of data-driven decision-making processes and the ...

The properties of complete systems of linear regression equations, (in particular systems of the closed-loop and recursive type) are discussed in Part I, while least-square estimators and estimators ...

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

Objectives To examine the association between exposure to greenness and hospital admissions for mental disorders, and to ...