Expectile hidden Markov regression models for analyzing cryptocurrency returns.
Beatrice ForoniLuca MerloLea PetrellaPublished in: Stat. Comput. (2024)
Keyphrases
- regression model
- regression methods
- regression analysis
- model selection
- gaussian process
- linear model
- prediction model
- generalized linear models
- multivariate regression
- mixture model
- linear regression model
- support vector regression
- independent variables
- regression trees
- explanatory variables
- data mining
- interval valued data
- multiple linear regression
- principal component analysis