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Conditional distribution function
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conditional distribution function
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Bernstein copula density
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Causality measures
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Copulas
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Local bootstrap
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Nonparametric estimation
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Stock returns
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Time series
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bandwidth
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best linear approximation
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conditional efficiency measures
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conditional quantile function
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environmental factors
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misspecification
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Conditional distribution function estimation
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On the Non-parametric Prediction of Conditionally Stationary Sequences
Caires, S.
;
Ferreira, J.
- In:
Statistical Inference for Stochastic Processes
8
(
2005
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10005616053
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