NONPARAMETRIC ESTIMATION OF THE CONDITIONAL MEDIAN FUNCTION FOR LONG-RANGE DEPENDENT PROCESSES
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Publication:2767517
DOI10.14490/jjss1995.30.129zbMath0983.62054MaRDI QIDQ2767517
Publication date: 25 April 2002
Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.14490/jjss1995.30.129
asymptotic normality; bandwidth; long-range dependence; linear processes; least absolute deviation; conditional median; local LAD regression
62G07: Density estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
62M09: Non-Markovian processes: estimation
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