## Bernoulli

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

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

Rafał Kulik

#### 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

https://projecteuclid.org/euclid.bj/1194625603

Digital Object Identifier
doi:10.3150/07-BEJ6086

Mathematical Reviews number (MathSciNet)
MR2364227

Zentralblatt MATH identifier
1232.62073

#### 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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