A Simple Nonparametric Conditional Quantile Estimator for Time Series with Thin Tails
Year of publication: |
2022
|
---|---|
Authors: | Wang, Qiao |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation |
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