Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence (Q2890087): Difference between revisions
From MaRDI portal
Latest revision as of 07:19, 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
8 June 2012
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