Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence (Q2890087): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4865042 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of Distributions Generated by Stationary Stochastic Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2778406 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3247497 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5613647 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4335415 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic behavior of M-estimators in continuous-time non-linear regression with long-range dependent errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric analysis of long-range dependence in nonlinear regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Estimators in Non-linear Regression Models with Long-Range Dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Properties of Non-Linear Least Squares Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorems for sequences of multiple stochastic integrals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4662408 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the measurability and consistency of minimum contrast estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large-sample inference for nonparametric regression with dependent errors / rank
 
Normal rank

Latest revision as of 08:19, 5 July 2024

scientific article
Language Label Description Also known as
English
Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence
scientific article

    Statements

    Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence (English)
    0 references
    0 references
    0 references
    8 June 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    asymptotic normality
    0 references
    Hermite polynomials
    0 references
    Hermite rank
    0 references
    Koenker-Bassett estimator
    0 references
    long-range dependence
    0 references
    spectral measure of regression function
    0 references
    0 references