Asymptotics for the quantile estimator of a weakly dependent process

DOI10.1080/03610926.2026.2681017MaRDI QIDQ7326117zbMATH OpenFDO

Authors Minghui Zhang, Mingzhi Mao

Publication date 9 September 2026

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2026.2681017

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• Asymptotic results for the empirical process of stationary sequences
• Asymptotics for the linear kernel quantile estimator
• Asymptotics of the composite quantile regression estimator for nonlinear autoregressive models
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• scientific article; zbMATH DE number 3692406 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Quantile regression estimator for GARCH models
• Regression Quantiles
• The asymptotic behaviors for autoregression quantile estimates
• The moderate deviation principle for minimizers of convex processes
• Weak convergence of generalized empirical processes relative to d_q under strong mixing

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