On asymptotic distribution of Koenker-Bassett estimator of the parameter of linear regression model with strongly dependent noise (Q3306000)
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scientific article; zbMATH DE number 7233158
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| English | On asymptotic distribution of Koenker-Bassett estimator of the parameter of linear regression model with strongly dependent noise |
scientific article; zbMATH DE number 7233158 |
Statements
12 August 2020
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linear regression model
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regression function
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local transformation of Gaussian stationary time series
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Koenker-Bassett estimator
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asymptotic normality
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central limit theorem for weighted sums
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0.9177370071411132
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0.9175925254821776
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0.8967682123184204
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0.8302412033081055
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0.8134015798568726
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