Bootstrap of Kernel Smoothing in Quantile Autoregression Process
| dc.contributor.author | Mwita, Peter N. | |
| dc.contributor.author | Franke, J¨urgen | |
| dc.date.accessioned | 2018-11-15T07:17:14Z | |
| dc.date.available | 2018-11-15T07:17:14Z | |
| dc.date.issued | 2013 | |
| dc.description.abstract | 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 scheme. A quantile autoregression bootstrap generating process is constructed and the estimator given. Under appropriate assumptions, the bootstrap estimator is shown to be consistent. | en_US |
| dc.identifier.issn | 1792-6602 (print) | |
| dc.identifier.issn | 1792-6939 (online) | |
| dc.identifier.uri | http://ir.mksu.ac.ke/handle/123456780/1523 | |
| dc.language.iso | en_US | en_US |
| dc.publisher | Journal of Statistical and Econometric Methods | en_US |
| dc.subject | Asymptotic | en_US |
| dc.subject | Bootstrap | en_US |
| dc.subject | Quantile Autoregression | en_US |
| dc.title | Bootstrap of Kernel Smoothing in Quantile Autoregression Process | en_US |
| dc.type | Article | en_US |