Quantile regression for dynamic partially linear varying coefficient time series models

Heng Lian

doi:10.1016/j.jmva.2015.06.013

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Quantile regression for dynamic partially linear varying coefficient time series models

Heng Lian

Year: 2015 Journal: Journal of Multivariate Analysis Vol: 141 Pages: 49-66 Publisher: Elsevier BV

DOI: 10.1016/j.jmva.2015.06.013

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Keywords:

Mathematics Asymptotic distribution Quantile Estimator Applied mathematics Series (stratigraphy) Model selection Quantile regression Consistency (knowledge bases) Linear model Linear regression Strong consistency Statistics Mathematical optimization

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Control Systems and Identification

Physical Sciences → Engineering → Control and Systems Engineering

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Quantile regression for dynamic partially linear varying coefficient time series models

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