Nonparametric estimation of conditional medians for linear and related processes (Q907056)
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English | Nonparametric estimation of conditional medians for linear and related processes |
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Nonparametric estimation of conditional medians for linear and related processes (English)
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1 February 2016
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local linear estimator
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least absolute deviation regression
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conditional quantiles
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linear processes
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short-range dependence
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long-range dependence
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random design
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martingale CLT
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simulation study
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