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Nonparametric least absolute deviation regression for long-range dependent processes

Honda, Toshio (contributor) - 2005

Persistent link: https://www.econbiz.de/10003155187

Nonparametric density estimation for linear processes with infinite variance

Honda, Toshio (contributor) - 2006

Persistent link: https://www.econbiz.de/10003284383

Noncentral limit theorems for bounded functions of linear processes without finite mean

Honda, Toshio (contributor) - 2007 - Rev.

Persistent link: https://www.econbiz.de/10003489351

Nonparametric regression for dependent data in the errors-in-variables problem

Honda, Toshio - 2010 - Rev.

Persistent link: https://www.econbiz.de/10003940095

Nonparametric quantile regression with heavy-tailed and strongly dependent errors

Honda, Toshio - 2010

We consider nonparametric estimation of the conditional qth quantile for stationary time series. We deal with stationary time series with strong time dependence and heavy tails under the setting of random design. We estimate the conditional qth quantile by local linear regression and investigate...