scientific article

zbMATH Open1449.62157MaRDI QIDQ3306000

I. M. Savych, N. V. Kaptur, O. V. Ivanov

Publication date: 12 August 2020

Title of this publication is not available (Why is that?)

zbMATH Keywords

asymptotic normalityregression functionlinear regression modelKoenker-Bassett estimatorcentral limit theorem for weighted sumslocal transformation of Gaussian stationary time series

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05)

Related Items (1)

Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence

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