Joint conditional quantiles estimation for strictly stationary process
Author
Source
IUG Journal of Natural Studies
Issue
Vol. 18, Issue 1 (31 Jan. 2010)16 p.
Publisher
The Islamic University-Gaza Deanship of Research and Graduate Affairs
Publication Date
2010-01-31
Country of Publication
Palestine (Gaza Strip)
No. of Pages
16
Main Subjects
Abstract EN
In this paper, the kernel estimation of the conditional quintiles for a strictly stationary stochastic process satisfying the strong mixing condition, which was proposed by Berger (1997), is studied.
Under some mild conditions, the joint asymptotic normality of the kernel estimation of several conditional quintiles estimated at the same conditional point and the joint asymptotic normality of the kernel estimation of the same conditional quintile estimated at different conditional points are established.
The performance of the estimations is tested by an application for a real life data.
American Psychological Association (APA)
Salah, Riyad. 2010. Joint conditional quantiles estimation for strictly stationary process. IUG Journal of Natural Studies،Vol. 18, no. 1.
https://search.emarefa.net/detail/BIM-99560
Modern Language Association (MLA)
Salah, Riyad. Joint conditional quantiles estimation for strictly stationary process. IUG Journal of Natural Studies Vol. 18, no. 1 (Jan. 2010).
https://search.emarefa.net/detail/BIM-99560
American Medical Association (AMA)
Salah, Riyad. Joint conditional quantiles estimation for strictly stationary process. IUG Journal of Natural Studies. 2010. Vol. 18, no. 1.
https://search.emarefa.net/detail/BIM-99560
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-99560