This paper considers a class of semiparametric models being the sum of a non-parametric trend function g and a FARIMA-GARCH error process. Estimation of ĝ (v), the vth derivative of g, by local polynomial fitting is investigated. The focus is on the derivation of the asymptotic normality of ĝ...

This note is concerned with estimating censored quantile regressions (CQR). As its major contribution, a' new algorithm, called BRCENS, is developed as an adaption of the Barrodale-Roberts algorithm for the standard quantile regression problem. In a subsequent simulation study, BRCENS performs...