Asymptotic behaviour of nonparametric conditional quantile estimates for time series

DOI10.2307/3315442zbMath0834.62040OpenAlexW2098763054MaRDI QIDQ4855331

Peide Shi

Publication date: 8 April 1996

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315442

zbMATH Keywords

derivativesconditional quantile estimationB-spline approximationstrictly stationary sequencebeta-mixingoptimal global convergence ratesB-spline based estimatorsnonparametric regression quantiles

Mathematics Subject Classification ID

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

Related Items

\(M\)-type regression splines involving time series

Cites Work

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