Kernel type smoothed quantile estimation under long memory
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Publication:451365
DOI10.1007/s00362-007-0115-yzbMath1247.62232OpenAlexW2060569995MaRDI QIDQ451365
Publication date: 23 September 2012
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-007-0115-y
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Monte Carlo methods (65C05)
Related Items (4)
Asymptotics for the linear kernel quantile estimator ⋮ L2 consistency of the kernel quantile estimator ⋮ Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences ⋮ \(L^1\) properties of the Nadaraya quantile estimator
Uses Software
Cites Work
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