Browsing by Subject "Uniform consistency"

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    • Nonparametric Estimates for Conditional Quantiles of Time Series 

      Franke, Jürgen; Mwita, Peter N.; Wang, Weining (2014)
      We consider the problem of estimating the conditional quantile of a time series fYtg at time t given covariates Xt , where Xt can either exogenous variables or lagged variables of Yt . The conditional quantile is ...