Conditional empirical, quantile and difference processes for a large class of time series with applications
type: Item
instance of: scholarly article
title: Conditional empirical, quantile and difference processes for a large class of time series with applications
zbMATH Open document ID: 0797.62076
DOI: 10.1016/0378-3758(94)90139-2
author: Frits Ruymgaart
published in: Journal of Statistical Planning and Inference
publication date: 1994-10-25T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G30
zbMATH DE Number: 605331
zbMATH Keywords: decomposability
zbMATH Keywords: speed of a.s. convergence
zbMATH Keywords: conditional empirical distribution functions
zbMATH Keywords: quantile functions
zbMATH Keywords: difference processes
zbMATH Keywords: stationary time series
zbMATH Keywords: difference process
zbMATH Keywords: Bahadur-Kiefer representation
zbMATH Keywords: conditional quantiles
zbMATH Keywords: autoregression function estimation
zbMATH Keywords: estimation of the hazard rate
zbMATH Keywords: random censoring
zbMATH Keywords: robust conditional location functionals
zbMATH Keywords: conditional processes
zbMATH Keywords: dependent data
zbMATH Keywords: Volterra expansion
zbMATH Keywords: bilinear processes
MaRDI profile type: Publication
full work available at URL: 0378-3758(94)90139-2
OpenAlex ID: W2010172043
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Wikidata QID: Q126977112
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description: scientific article; zbMATH DE number 605331