Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence (Q2890087)
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scientific article; zbMATH DE number 6044176
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
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8 June 2012
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asymptotic normality
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Hermite polynomials
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Hermite rank
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Koenker-Bassett estimator
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long-range dependence
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spectral measure of regression function
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0.9190881
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0.8959331
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