Asymptotic behavior of regression quantiles in non-stationary, dependent cases (Q1176293): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of regression quantiles in non-stationary, dependent cases |
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Asymptotic behavior of regression quantiles in non-stationary, dependent cases (English)
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25 June 1992
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The author derives a Bahadur representation of regression quantiles for error processes which are highly non-stationary. The conditions for dependence are based on an unpublished decomposition of \textit{K. C. Chanda}, \textit{M. L. Puri} and \textit{F. H. Ruymgaart} which covers linear processes, and, hence, includes ARMA processes as well.
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Bahadur representation of regression quantiles
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error processes
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highly non-stationary
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decomposition
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linear processes
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ARMA processes
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general linear model
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departures from independence
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nonvanishing bias term
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nonstationary processes
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dependent errors
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