Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence (Q2890087)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6044176
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence |
scientific article; zbMATH DE number 6044176 |
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
0.9190881
0 references
0.91880566
0 references
0.9027003
0 references
0.90241075
0 references
0.8959331
0 references
0 references
