Search

Your search keyword '"Kattumannil, K"' showing total 1 results
Start Over Author "Kattumannil, K"

Refine your results

1 results on '"Kattumannil, K"'

1. Non-parametric estimation of conditional quantiles for time series with heavy tails

Author

Mathew, Deemat C, G, Hareesh, Sudheesh, and Kattumannil, K

Subjects
Mathematics - Statistics Theory, Statistics - Methodology
Abstract

We propose a modified weighted Nadaraya-Watson estimator for the conditional distribution of a time series with heavy tails. We establish the asymptotic normality of the proposed estimator. Simulation study is carried out to assess the performance of the estimator. We illustrate our method using a dataset.

Published
2024

Catalog

Books, media, physical & digital resources
See catalog results