Local linear quantile estimation for nonstationary time series

Annals of Statistics

Volumn 37, Issue 5 B, 2009, Pages 2696-2729

  Zhou, Zhou ^a   Wu, Wei Biao ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

Bahadur representation; Climate change; Global warming; Local linear regression; Local stationarity; Nonstationary nonlinear time series; Quantile estimation; Smoothing

Indexed keywords

EID: 69149110260     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/08-AOS636     Document Type: Article

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