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