Publication:3306000
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zbMath1449.62157MaRDI QIDQ3306000
I. M. Savych, N. V. Kaptur, Alexander V. Ivanov
Publication date: 12 August 2020
asymptotic normalityregression functionlinear regression modelKoenker-Bassett estimatorcentral limit theorem for weighted sumslocal transformation of Gaussian stationary time series
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05)