We consider estimation of quantile curves for a general class of nonstationary processes. Consistency and central limit results are obtained for local linear quantile estimates under a mild ...
In many regression problems, data on the dependent variable are censored; that is, the values of some observations are known only to be above or else below some value. Such data often arise in ...
It appears that no particular approximate [nonlinear] filter is consistently better than any other, though . . . any nonlinear filter is better than a strictly linear one. 1 The Kalman filter is a ...
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