Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes
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Publication:5926203
DOI10.1023/A:1004113201457zbMath0960.62033MaRDI QIDQ5926203
Publication date: 17 May 2001
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
alpha-mixing; asymptotic normality; Bahadur representation; conditional quantile; exponential inequality; local polynomial fitting; uniform convergence
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62M09: Non-Markovian processes: estimation
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