Asymptotic normality of convergent estimates of conditional quantiles

DOI10.1080/02331880108802728zbMath0997.62037OpenAlexW2011667907MaRDI QIDQ2716936

Ali Gannoun, Alain F. Berlinet, Eric Matzner-Løber

Publication date: 14 November 2002

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880108802728

zbMATH Keywords

asymptotic normalitytime seriesforecastingconditional quantilesalpha-mixing stationary processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) Nonparametric tolerance and confidence regions (62G15)

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