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

Rafał Kulik

doi:10.3150/07-BEJ6086

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Home > Journals > Bernoulli > Volume 13 > Issue 4 > Article

November 2007 Bahadur–Kiefer theory for sample quantiles of weakly dependent linear processes

Rafał Kulik

Bernoulli 13(4): 1071-1090 (November 2007). DOI: 10.3150/07-BEJ6086

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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.

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Rafał Kulik. "Bahadur–Kiefer theory for sample quantiles of weakly dependent linear processes." Bernoulli 13 (4) 1071 - 1090, November 2007. https://doi.org/10.3150/07-BEJ6086