Simultaneous quantile inference for non-stationary long-memory time series (Q1708990)
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scientific article; zbMATH DE number 6853271
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| English | Simultaneous quantile inference for non-stationary long-memory time series |
scientific article; zbMATH DE number 6853271 |
Statements
Simultaneous quantile inference for non-stationary long-memory time series (English)
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27 March 2018
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heterogeneity
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local linear quantile estimation
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long memory
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simultaneous confidence bands
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0.8070439696311951
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0.7835435271263123
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0.7786574959754944
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0.7615890502929688
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0.7615137696266174
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