QUANTILOGRAMS UNDER STRONG DEPENDENCE

DOI10.1017/S0266466619000227zbMath1440.62387WikidataQ127323059 ScholiaQ127323059MaRDI QIDQ5112015

Ji Hyung Lee, Oliver B. Linton, Yoon-Jae Whang

Publication date: 27 May 2020

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466619000227

zbMATH Keywords

limit theory of the quantilogram; long-memory predictor

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M20: Inference from stochastic processes and prediction

62G08: Nonparametric regression and quantile regression

60F17: Functional limit theorems; invariance principles

Uses Software

• quantilogram

Cites Work

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