Publication:3306000

zbMath1449.62157MaRDI QIDQ3306000

I. M. Savych, N. V. Kaptur, Alexander V. Ivanov

Publication date: 12 August 2020

zbMATH Keywords

asymptotic normality; regression function; linear regression model; Koenker-Bassett estimator; central limit theorem for weighted sums; local transformation of Gaussian stationary time series

Mathematics Subject Classification ID

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