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

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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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