Nonparametric estimation of the conditional median function for long-range dependent processes

DOI10.14490/JJSS1995.30.129zbMATH Open0983.62054OpenAlexW2079395220MaRDI QIDQ2767517FDOQ2767517

Authors: Toshio Honda 

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

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zbMATH Keywords

asymptotic normalitylong-range dependencebandwidthleast absolute deviationlinear processesconditional medianlocal LAD regression

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Cited In (6)

• Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures
• Nonparametric estimation of conditional medians for linear and related processes
• Asymptotic distribution of smoothers based on local means and local medians under dependence
• Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence
• Nonparametric quantile regression with heavy-tailed and strongly dependent errors
• Asymptotic properties for l 1 norm kernel estimator of conditional median under dependence

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