The asymptotic behaviors for autoregression quantile estimates

DOI10.1080/03610926.2023.2221357MaRDI QIDQ6579725zbMATH OpenFDO

Authors Xin Li, Mingzhi Mao, Gang Huang

Publication date 26 July 2024

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

Full work available at URL https://doi.org/10.1080/03610926.2023.2221357

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• Asymptotics for the quantile estimator of a weakly dependent process

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