Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence (Q2890087): Difference between revisions
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Revision as of 05:55, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence |
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Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence (English)
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8 June 2012
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asymptotic normality
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Hermite polynomials
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Hermite rank
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Koenker-Bassett estimator
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long-range dependence
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spectral measure of regression function
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