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Asymptotic behaviour of nonparametric conditional quantile estimates for time series - MaRDI portal

Asymptotic behaviour of nonparametric conditional quantile estimates for time series (Q4855331)

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scientific article; zbMATH DE number 814649
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Asymptotic behaviour of nonparametric conditional quantile estimates for time series
scientific article; zbMATH DE number 814649

    Statements

    Asymptotic behaviour of nonparametric conditional quantile estimates for time series (English)
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    8 April 1996
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    strictly stationary sequence
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    beta-mixing
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    B-spline approximation
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    nonparametric regression quantiles
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    B-spline based estimators
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    conditional quantile estimation
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    optimal global convergence rates
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    derivatives
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