Nonparametric estimation of conditional medians for linear and related processes
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 62 (2010)
Issue (Month): 6 (December)
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Web page: http://www.springerlink.com/link.asp?id=102845
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- Liang Peng & Qiwei Yao, 2004. "Nonparametric regression under dependent errors with infinite variance," Annals of the Institute of Statistical Mathematics, Springer, vol. 56(1), pages 73-86, March.
- Koul, Hira L. & Baillie, Richard T. & Surgailis, Donatas, 2004. "Regression Model Fitting With A Long Memory Covariate Process," Econometric Theory, Cambridge University Press, vol. 20(03), pages 485-512, June.
- Koul, Hira L. & Surgailis, Donatas, 2001. "Asymptotics of empirical processes of long memory moving averages with infinite variance," Stochastic Processes and their Applications, Elsevier, vol. 91(2), pages 309-336, February.
- Hall, Peter & Peng, Liang & Yao, Qiwei, 2002. "Prediction and nonparametric estimation for time series with heavy tails," Open Access publications from London School of Economics and Political Science http://eprints.lse.ac.uk/, London School of Economics and Political Science.
- Pollard, David, 1991. "Asymptotics for Least Absolute Deviation Regression Estimators," Econometric Theory, Cambridge University Press, vol. 7(02), pages 186-199, June.
- Toshio Honda, 2011. "Nonparametric LAD Cointegrating Regression," Global COE Hi-Stat Discussion Paper Series gd11-207, Institute of Economic Research, Hitotsubashi University.
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