Local composite quantile regression smoothing for Harris recurrent Markov processes
Degui Li, Runze Li
| Year of publication: |
September 2016
|
|---|---|
| Authors: | Li, Degui ; Li, Runze |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 194.2016, 1, p. 44-56
|
| Subject: | Asymptotic theory | Bandwidth selection | ββ-null recurrence | Composite quantile regression | Harris recurrent Markov process | Local polynomial smoothing | Markov-Kette | Markov chain | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.04.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011705029