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Asymptotic and Other Properties of a Nonlinear Diffusion Model

✍ Scribed by J.N Flavin; S Rionero


Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
134 KB
Volume
228
Category
Article
ISSN
0022-247X

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Asymptotic properties of a particular no
✍ Tae Soo Kim; Hae Kyung Kim; Sun Hur πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 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