Kernel type smoothed quantile estimation under long memory
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Publication:451365
DOI10.1007/s00362-007-0115-yzbMath1247.62232MaRDI QIDQ451365
Publication date: 23 September 2012
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-007-0115-y
62G08: Nonparametric regression and quantile regression
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
65C05: Monte Carlo methods
Related Items
L2 consistency of the kernel quantile estimator, \(L^1\) properties of the Nadaraya quantile estimator, Asymptotics for the linear kernel quantile estimator, Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences
Uses Software
Cites Work
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