A simple nonparametric conditional quantile estimator for time series with thin tails
Qiao Wang
| Year of publication: |
2023
|
|---|---|
| Authors: | Wang, Qiao |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 232.2023, p. 1-12
|
| Subject: | Quantile | Nonparametric | Time series | Thin | Tail | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2023.111349 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014464377