Estimation of the innovation quantile density function of an \(AR(p)\) process based on autoregression quantiles (Q1611504)
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scientific article; zbMATH DE number 1786327
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the innovation quantile density function of an \(AR(p)\) process based on autoregression quantiles |
scientific article; zbMATH DE number 1786327 |
Statements
Estimation of the innovation quantile density function of an \(AR(p)\) process based on autoregression quantiles (English)
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21 August 2002
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autoregression
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autoregression quantiles
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Bahadur-Kiefer representation
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histogram estimator
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kernel estimator
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quantile desity
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sparsity function
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