Prediction and Nonparametric Estimation for Time Series With Heavy Tails

Peter Hall, Liang Peng, Qiwei Yao

Type: Article

Publication Date: 2003-03-23

Citations: 3

Locations

SSRN Electronic Journal - View

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Works Cited by This (29)

Action	Title	Year	Authors
+ PDF Chat	Prediction of stable processes: Spectral and moving average representations	1984	Stamatis Cambanis A. R. Soltani
+ PDF Chat	Fixed-design regression for linear time series	1996	Lanh Tat Tran George G. Roussas Sidney Yakowitz B. Truong Van
+	Multivariate Locally Weighted Least Squares Regression	1994	David Ruppert M. P. Wand
+	Efficiency of a Kernel Density Estimator under an Autoregressive Dependence Model	1984	Jeffrey D. Hart
+ PDF Chat	Asymptotic Properties of Kernel Estimators Based on Local Medians	1989	Young K. Truong
+ PDF Chat	On Curve Estimation by Minimizing Mean Absolute Deviation and Its Implications	1994	Jianqing Fan Peter Hall
+	Nonparametric regression with long-range dependence	1990	Peter A. Hall Jeffrey D. Hart
+ PDF Chat	Convergence to a Stable Distribution Via Order Statistics	1981	Raoul LePage Michael Woodroofe Joel Zinn
+	The<i>L</i><sub>1</sub>Method for Robust Nonparametric Regression	1994	Ferdinand T. Wang David W. Scott
+ PDF Chat	Heavy tail modeling and teletraffic data: special invited paper	1997	Sidney I. Resnick