NONPARAMETRIC ESTIMATION OF THE CONDITIONAL MEDIAN FUNCTION FOR LONG-RANGE DEPENDENT PROCESSES

DOI10.14490/jjss1995.30.129zbMath0983.62054OpenAlexW2079395220MaRDI QIDQ2767517

Toshio Honda

Publication date: 25 April 2002

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss1995.30.129

zbMATH Keywords

asymptotic normalitybandwidthlong-range dependencelinear processesleast absolute deviationconditional medianlocal LAD regression

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

Related Items (4)

Nonparametric quantile regression with heavy-tailed and strongly dependent errors ⋮ Nonparametric estimation of conditional medians for linear and related processes ⋮ Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence ⋮ Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures

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