A0897
Title: Fixed design regression quantiles for nonstationary dependent processes
Authors: Harry Haupt - University of Passau (Germany) [presenting]
Abstract: In many time series analysis applications, data-generating processes composed of deterministic and stochastic components are available. Prominent examples are causal stationary processes that result from filtering deterministic trends and seasonal components. After a brief discussion of motivating examples from economics, medicine, and environmental science, assumptions in recent literature are improved, and Bahadur representation and Central Limit Theorem are established for linear and nonlinear regression quantiles.
