The asymptotic behaviour of a class of L-estimators under long-range dependence

The asymptotic behaviour of a class of L-estimators under long-range dependence

Canadian Journal of Statistics

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Bibliographic Details
Main Author: Mukherjee, K.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
L-estimator
Long-range dependence
Regression quantiles
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105408
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Institution: National University of Singapore
Description
Summary:Canadian Journal of Statistics

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