Regression quantiles and related processes under long range dependent errors
type: Item
instance of: scholarly article
title: Regression quantiles and related processes under long range dependent errors
zbMATH Open document ID: 0808.62082
author: Hira L. Koul
author: Kanchan Mukherjee
published in: Journal of Multivariate Analysis
publication date: 1995-03-16T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 701320
zbMATH Keywords: Hermite rank
zbMATH Keywords: asymptotic representations
zbMATH Keywords: regression quantiles
zbMATH Keywords: regression rank-scores processes
zbMATH Keywords: function of Gaussian random variables
zbMATH Keywords: stationary
zbMATH Keywords: long range dependent
zbMATH Keywords: asymptotic uniform linearity
zbMATH Keywords: linear regression rank-scores processes
zbMATH Keywords: residuals
zbMATH Keywords: dependent errors
MaRDI profile type: Publication
full work available at URL: jmva.1994.1065
OpenAlex ID: W1976663376
DOI: 10.1006/JMVA.1994.1065
description: scientific article; zbMATH DE number 701320