Autoregression quantiles and related rank-scores processes
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Publication:1896276
DOI10.1214/aos/1176324541zbMath0848.62047OpenAlexW1965964409MaRDI QIDQ1896276
Hira L. Koul, A. K. Md. Ehsanes Saleh
Publication date: 28 October 1996
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176324541
regression quantiles\(L\)-statisticsresidualsasymptotic uniform linearityautoregression modelslinear rank-scores statistics
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
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