JSTOR Daily

Testing Model Adequacy for Some Markov Regression Models for Time Series

The asymptotic distribution of residual autocorrelations and a score statistic are derived for checking model adequacy for some Markov regression models for time series. These models are natural ...
Nature

Regression modeling of competing risk using R: an in depth guide for clinicians

We describe how to conduct a regression analysis for competing risks data. The use of an add-on package for the R statistical software is described, which allows for the estimation of the ...
JSTOR Daily

Hybrid quantile regression estimation for time series models with conditional heteroscedasticity

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 ...
Investopedia

Master ARIMA: Your Guide to Time Series Forecasting

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...