{"title":"贝叶斯量化推断和滞后量化自回归模型的阶次收缩","authors":"Bo Peng, Kai Yang, Xiaogang Dong, Chunjing Li","doi":"10.1080/00949655.2024.2359607","DOIUrl":null,"url":null,"abstract":"Hysteretic quantile autoregressive model combines the hysteretic patterns and quantile autoregression, which can capture the dynamic relationship and nonlinear characteristics at different quantile...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":null,"pages":null},"PeriodicalIF":1.1000,"publicationDate":"2024-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Bayesian quantile inference and order shrinkage for hysteretic quantile autoregressive models\",\"authors\":\"Bo Peng, Kai Yang, Xiaogang Dong, Chunjing Li\",\"doi\":\"10.1080/00949655.2024.2359607\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Hysteretic quantile autoregressive model combines the hysteretic patterns and quantile autoregression, which can capture the dynamic relationship and nonlinear characteristics at different quantile...\",\"PeriodicalId\":50040,\"journal\":{\"name\":\"Journal of Statistical Computation and Simulation\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2024-05-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Statistical Computation and Simulation\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/00949655.2024.2359607\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Statistical Computation and Simulation","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/00949655.2024.2359607","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
Bayesian quantile inference and order shrinkage for hysteretic quantile autoregressive models
Hysteretic quantile autoregressive model combines the hysteretic patterns and quantile autoregression, which can capture the dynamic relationship and nonlinear characteristics at different quantile...
期刊介绍：
Journal of Statistical Computation and Simulation ( JSCS ) publishes significant and original work in areas of statistics which are related to or dependent upon the computer.
Fields covered include computer algorithms related to probability or statistics, studies in statistical inference by means of simulation techniques, and implementation of interactive statistical systems.
JSCS does not consider applications of statistics to other fields, except as illustrations of the use of the original statistics presented.
Accepted papers should ideally appeal to a wide audience of statisticians and provoke real applications of theoretical constructions.
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