A note on quantile estimation for long-range dependent stochastic processes

DOI10.1016/j.spl.2005.06.015zbMath1086.62090OpenAlexW2010488557MaRDI QIDQ2489826

Philippe Vieu, Élie Youndjé

Publication date: 28 April 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.06.015

zbMATH Keywords

Long memoryRates of convergenceKernel estimationQuantile estimation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)

Related Items

Bootstrap variance estimation for Nadaraya quantile estimator ⋮ Kernel type smoothed quantile estimation under long memory ⋮ The Bahadur representation for sample quantiles under negatively associated sequence

Uses Software

• longmemo

Cites Work

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