Bernoulli

  • Bernoulli
  • Volume 13, Number 4 (2007), 1071-1090.

Bahadur–Kiefer theory for sample quantiles of weakly dependent linear processes

Rafał Kulik

Full-text: Open access

Abstract

In this paper, we establish the Bahadur–Kiefer representation for sample quantiles for a class of weakly dependent linear processes. The rate of approximation is the same as for i.i.d. sequences and is thus optimal.

Article information

Source
Bernoulli, Volume 13, Number 4 (2007), 1071-1090.

Dates
First available in Project Euclid: 9 November 2007

Permanent link to this document
https://projecteuclid.org/euclid.bj/1194625603

Digital Object Identifier
doi:10.3150/07-BEJ6086

Mathematical Reviews number (MathSciNet)
MR2364227

Zentralblatt MATH identifier
1232.62073

Keywords
Bahadur representation empirical processes law of the iterated logarithm linear processes sample quantiles strong approximation

Citation

Kulik, Rafał. Bahadur–Kiefer theory for sample quantiles of weakly dependent linear processes. Bernoulli 13 (2007), no. 4, 1071--1090. doi:10.3150/07-BEJ6086. https://projecteuclid.org/euclid.bj/1194625603


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