Nonparametric estimates for conditional quantiles of time series
DOI10.1007/s10182-014-0234-4zbMath1443.62254OpenAlexW2262291810MaRDI QIDQ1621960
Weining Wang, Jürgen Franke, Peter N. Mwita
Publication date: 12 November 2018
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/5151
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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