Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes
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Publication:5926203
DOI10.1023/A:1004113201457zbMath0960.62033OpenAlexW2012055382MaRDI QIDQ5926203
Publication date: 17 May 2001
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1004113201457
alpha-mixingasymptotic normalityBahadur representationconditional quantileexponential inequalitylocal polynomial fittinguniform convergence
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)
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