Consistency of quantile estimators in regression models with long-range dependent noise

DOI10.1090/S0094-9000-2011-00832-0zbMath1232.62100MaRDI QIDQ3114554

I. M. Savich

Publication date: 19 February 2012

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)

Related Items (1)

Asymptotic properties of $M$-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular

Uses Software

• longmemo

Cites Work

• On the measurability and consistency of minimum contrast estimates
• Regression Quantiles
• Regularly varying functions
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