Inference for Linear Models with Dependent Errors

DOI10.1111/J.1467-9868.2012.01044.XOpenAlexW1883726542MaRDI QIDQ5088220

Zhou Zhou, Xiao-Feng Shao

Publication date: 11 July 2022

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2012.01044.x

zbMATH Keywords

quantile regression\(M\)-estimationself-normalizationnon-linear time series

Mathematics Subject Classification ID

Statistics (62-XX)

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