The paper considers quantile-wavelet estimation for time-varying coefficients by embedding a wavelet kernel into quantile regression. Our methodology is quite general in the sense that we do not require unknown to be smooth curves of common degree or errors independently distributed. Quantile-wavelet robust outliers heavy-tailed data. model dynamic nonlinear time series. A strong Bahadur order ...

A function is said to be bi-univalent on the open unit disk D if both the function and its inverse are univalent in D. Not much is known about the behavior of the classes of bi-univalent functions let alone about their coefficients. In this paper we use the Faber polynomial expansions to find coefficient estimates for four well-known classes of bi-univalent functions which are defined by subord...