Statistical inference for quantiles in the frequency domain

DOI10.1007/S11203-017-9166-4OpenAlexW2750176000MaRDI QIDQ1687327

Yan Liu

Publication date: 22 December 2017

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-017-9166-4

zbMATH Keywords

asymptotic distributionfrequency domainperiodogramstationary processquantile test

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

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• On the estimation of a harmonic component in a time series with stationary independent residuals
• Estimating the frequency of a periodic function
• TESTS OF FIT IN TIME SERIES
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• Limiting behavior of functionals of higher-order sample cumulant spectra

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