Browsing School of Pure and Applied Sciences by Author "Franke, J¨urgen"

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    • Bootstrap of Kernel Smoothing in Quantile Autoregression Process 

      Mwita, Peter N.; Franke, J¨urgen (Journal of Statistical and Econometric Methods, 2013)
      The paper considers the problem of bootstrapping kernel estimator of conditional quantiles for time series, under independent and identically distributed errors, by mimicking the kernel smoothing in nonparametric autoregressive ...