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Kernel type smoothed quantile estimation under long memory

Year of publication:
2010
Authors: Wang, Lihong
Published in:
Statistical Papers. - Springer. - Vol. 51.2010, 1, p. 57-67
Publisher: Springer
Subject: Asymptotic normality | Long memory time series | Quantile estimation | Strong consistency
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Extent:
text/html
Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10008467065
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