Conditional empirical, quantile and difference processes for a large class of time series with applications

DOI10.1016/0378-3758(94)90139-2zbMath0797.62076OpenAlexW2010172043WikidataQ126977112 ScholiaQ126977112MaRDI QIDQ1330216

Frits H. Ruymgaart

Publication date: 25 October 1994

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)90139-2

zbMATH Keywords

random censoringVolterra expansiondecomposabilitydependent datastationary time seriesconditional quantilesbilinear processesquantile functionsBahadur-Kiefer representationconditional empirical distribution functionsautoregression function estimationconditional processesdifference processdifference processesestimation of the hazard raterobust conditional location functionalsspeed of a.s. convergence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

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Cites Work

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