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Nonparametric estimation of the conditional median function for long-range dependent processes - MaRDI portal

Nonparametric estimation of the conditional median function for long-range dependent processes (Q2767517)

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scientific article; zbMATH DE number 1697647
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Nonparametric estimation of the conditional median function for long-range dependent processes
scientific article; zbMATH DE number 1697647

    Statements

    25 April 2002
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    bandwidth
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    asymptotic normality
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    least absolute deviation
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    conditional median
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    linear processes
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    long-range dependence
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    local LAD regression
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    Nonparametric estimation of the conditional median function for long-range dependent processes (English)
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    Identifiers

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