Pages that link to "Item:Q1340297"
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The following pages link to Regression quantiles and related processes under long range dependent errors (Q1340297):
Displaying 15 items.
- Local linear spatial quantile regression (Q605017) (← links)
- Asymptotic normality of a nonparametric conditional quantile estimator for random fields (Q764784) (← links)
- Asymptotic properties of LSE of regression coefficients on singular random fields observed on a sphere (Q1433796) (← links)
- On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields (Q1573636) (← links)
- Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum (Q1729565) (← links)
- Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models (Q1962187) (← links)
- Discussion of ``Local quantile regression'' (Q2434698) (← links)
- Consistency of a nonparametric conditional quantile estimator for random fields (Q2437882) (← links)
- Semiparametric analysis of long-range dependence in nonlinear regression (Q2480026) (← links)
- Extremal quantile autoregression for heavy-tailed time series (Q2674515) (← links)
- Asymptotic properties of $M$-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular (Q2960455) (← links)
- Weighted quantile regression for AR model with infinite variance errors (Q3145394) (← links)
- The asymptotic behaviour of a class of<i>L</i>-estimators under long-range dependence (Q4267414) (← links)
- RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS (Q4979935) (← links)
- A residual-based test for autocorrelation in quantile regression models (Q5106855) (← links)