Nonparametric estimation of conditional medians for linear and related processes
DOI10.1007/s10463-008-0203-3zbMath1432.62074OpenAlexW1984836044MaRDI QIDQ907056
Publication date: 1 February 2016
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: http://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/16925/070econDP05-04.pdf
local linear estimatorlong-range dependencelinear processessimulation studyrandom designconditional quantilesshort-range dependenceleast absolute deviation regressionmartingale CLT
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Stationary stochastic processes (60G10)
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