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 ...
The Annals of Statistics, Vol. 29, No. 6 (Dec., 2001), pp. 1567-1600 (34 pages) We consider estimation of a linear functional T(f) where f is an unknown function observed in Gaussian white noise. We ...
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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