Proceedings of the Korean Statistical Society Conference (한국통계학회:학술대회논문집)
- 2000.11a
- /
- Pages.13-15
- /
- 2000
Regression Quantile Estimators of a Nonlinear Time Series Regression Model
- Kim Tae Soo (Department of Industrial Engeering, Hanyaug University) ;
- Hur Sun (Department of Industrial Engeering, Hanyaug University) ;
-
Kim Hae Kyung
(Department of Mathematics, Yonsei University)
- Published : 2000.11.01
Abstract
In this paper, we deal with the asymptotic properties of the regression quantile estimators in the nonlinear time series regression model. For the sinusodial model which frequently appears fer a time series analysis, we study the strong consistency and asymptotic normality of regression quantile ostinators.