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 ...

Tech giant IBM ($IBM) has launched a new AI model called FlowState, which is designed to make accurate predictions using time-series data. 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 ...

Learn what residual standard deviation is, how to calculate it in regression analysis, and why it's crucial for measuring predictability and goodness-of-fit in data modeling.