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
β¦ LIBER β¦
Properties of nonlinear regression estimators
β Scribed by A. V. Ivanov; O. M. Kozlov
- Publisher
- Springer US
- Year
- 1980
- Tongue
- English
- Weight
- 485 KB
- Volume
- 16
- Category
- Article
- ISSN
- 1573-8337
No coin nor oath required. For personal study only.
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