Extremal local linear quantile regression for nonlinear dependent processes

DOI10.1016/J.CSDA.2025.108128MaRDI QIDQ6954862zbMATH OpenFDO

Authors Fengyang He, Huixia Judy Wang

Publication date 23 July 2025

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CSDA.2025.108128

zbMATH Keywords

Bahadur representationdependent processesextreme conditional quantilesheavy-tailed time serieslocal linear quantile regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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