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- URN zum Zitieren dieses Dokuments:
- urn:nbn:de:bvb:355-opus-4790
- DOI zum Zitieren dieses Dokuments:
- 10.5283/epub.4505
Zusammenfassung
This paper derives the asymptotic normality of the nonlinear quantile regression estimator with dependent errors. The required assumptions are weak, and it is neither assumed that the error process is stationary nor that it is mixing. In fact, the notion of weak dependence introduced in this paper, can be considered as a quantile specific local variant of known concepts. The connection of the ...
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