한국통계학회:학술대회논문집 (Proceedings of the Korean Statistical Society Conference)

한국통계학회 (The Korean Statistical Society)
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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)
  • 발행 : 2000.11.01
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초록

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.

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