Regression quantiles and related processes under long range dependent errors
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Publication:1340297
DOI10.1006/jmva.1994.1065zbMath0808.62082OpenAlexW1976663376MaRDI QIDQ1340297
Hira L. Koul, Kanchan Mukherjee
Publication date: 16 March 1995
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1994.1065
regression quantilesstationaryasymptotic representationsresidualsHermite rankasymptotic uniform linearitydependent errorslong range dependentfunction of Gaussian random variableslinear regression rank-scores processesregression rank-scores processes
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)
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