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Quantile Curve Estimation and Visualization for Nonstationary Time Series
2009
Journal of Computational And Graphical Statistics
There is an increasing interest in studying time-varying quantiles, particularly for environmental processes. For instance, high pollution levels may cause severe respiratory problems, and large precipitation amounts can damage the environment, and have negative impacts on the society. In this article we address the problem of quantile curve estimation for a wide class of nonstationary and/or non-Gaussian processes. We discuss several nonparametric quantile curve estimates, give asymptotic
doi:10.1198/jcgs.2009.0001
fatcat:tw2mcv3nxfgj3pyj4w3vh5bcri