Kim, Tae Soo; Kim, Hae Kyung; Hur, Sun - In: Statistics & Probability Letters 60 (2002) 4, pp. 387-394
In this paper we shall be concerned with the asymptotic properties of the regression quantile estimation in the nonlinear regression time series models. For these, first we prove the strong consistency and derive the asymptotic normality of the regression quantile estimators for a particular...