NONPARAMETRIC ESTIMATION OF THE CONDITIONAL MEDIAN FUNCTION FOR LONG-RANGE DEPENDENT PROCESSES (Q2767517): Difference between revisions
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Revision as of 09:22, 5 March 2024
scientific article
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English | NONPARAMETRIC ESTIMATION OF THE CONDITIONAL MEDIAN FUNCTION FOR LONG-RANGE DEPENDENT PROCESSES |
scientific article |
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NONPARAMETRIC ESTIMATION OF THE CONDITIONAL MEDIAN FUNCTION FOR LONG-RANGE DEPENDENT PROCESSES (English)
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25 April 2002
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bandwidth
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asymptotic normality
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least absolute deviation
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conditional median
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linear processes
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long-range dependence
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local LAD regression
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