Asymptotic properties of a particular no
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Tae Soo Kim; Hae Kyung Kim; Sun Hur
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Article
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2002
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Elsevier Science
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English
β 127 KB
In this paper we shall be concerned with the asymptotic properties of the regression quantile estimation in the nonlinear regression time series models. For these, ΓΏrst we prove the strong consistency and derive the asymptotic normality of the regression quantile estimators for a particular sinusoid