A note on quantile estimation for long-range dependent stochastic processes (Q2489826): Difference between revisions

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+https://doi.org/10.1016/j.spl.2005.06.015
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+W2010488557
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+Q4865042
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+Nonparametric statistics for stochastic processes. Estimation and prediction.
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+Uniform strong estimation under \(\alpha\)-mixing, with rates
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+Smooth estimate of quantiles under association
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+Q4839936
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+Nonparametric regression under long-range dependent normal errors
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+Nonparametric estimation under long memory dependence
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+Asymptotic normality of the kernel quantile estimator
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+Asymptotic normality of regression estimators with long memory errors
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+Nonparametric regression with long-range dependence
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+NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES
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+On the asymptotic expansion of the empirical process of long-memory moving averages
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+Smooth estimators of distribution and density functions
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+Large-sample inference for nonparametric regression with dependent errors
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