Nonparametric estimation of the conditional median function for long-range dependent processes (Q2767517)
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scientific article; zbMATH DE number 1697647
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| English | Nonparametric estimation of the conditional median function for long-range dependent processes |
scientific article; zbMATH DE number 1697647 |
Statements
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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Nonparametric estimation of the conditional median function for long-range dependent processes (English)
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0.8937064409255981
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0.8172122836112976
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0.8122875094413757
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0.8070359230041504
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