Regression Quantiles and Related Process
✍
H.L. Koul; K. Mukherjee
📂
Article
📅
1994
🏛
Elsevier Science
🌐
English
⚖ 681 KB
This paper obtains asymptotic representations of the regression quantiles and the regression rank-scores processes in linear regression setting when the errors are a function of Gaussian random variables that are stationary and long range dependent. These representations are then used to obtain the