We consider the problem of estimating the conditional quantile of a time series at time t given observations of the same and perhaps other time series available at time t - 1. We discuss sieve estimates which are a nonparametric versions of the Koenker-Bassett regression quantiles and do not...

Conventional light microscopes have been used for centuries for the study of small length scales down to approximately 250 nm. Images from such a microscope are typically blurred and noisy, and the measurement error in such images can often be well approximated by Gaussian or Poisson noise. In...

We study nonparametric estimation of the volatility function of a diffusion process from discrete data, when the data are blurred by additional noise. This noise can be white or correlated, and serves as a model for microstructure effects in financial modeling, when the data are given on an...