A note on quantile estimation for long-range dependent stochastic processes
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References listed on IDEAS
- Giraitis, Liudas & Koul, Hira L. & Surgailis, Donatas, 1996. "Asymptotic normality of regression estimators with long memory errors," Statistics & Probability Letters, Elsevier, vol. 29(4), pages 317-335, September.
- Hall, Peter & Hart, Jeffrey D., 1990. "Nonparametric regression with long-range dependence," Stochastic Processes and their Applications, Elsevier, vol. 36(2), pages 339-351, December.
- Cai, Zongwu & Roussas, George G., 1997. "Smooth estimate of quantiles under association," Statistics & Probability Letters, Elsevier, vol. 36(3), pages 275-287, December.
- Robinson, Peter M., 1997. "Large-sample inference for nonparametric regression with dependent errors," LSE Research Online Documents on Economics 302, London School of Economics and Political Science, LSE Library.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Lihong Wang, 2010. "Kernel type smoothed quantile estimation under long memory," Statistical Papers, Springer, vol. 51(1), pages 57-67, January.
- Ling, Nengxiang, 2008. "The Bahadur representation for sample quantiles under negatively associated sequence," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2660-2663, November.
More about this item
KeywordsLong memory Quantile estimation Kernel estimation Rates of convergence;
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