Nonparametric estimation of conditional medians for linear and related processes (Q907056)

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scientific article; zbMATH DE number 6537878
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Nonparametric estimation of conditional medians for linear and related processes
scientific article; zbMATH DE number 6537878

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    Nonparametric estimation of conditional medians for linear and related processes (English)
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    1 February 2016
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    local linear estimator
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    least absolute deviation regression
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    conditional quantiles
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    linear processes
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    short-range dependence
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    long-range dependence
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    random design
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    martingale CLT
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    simulation study
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