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

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

Rafał Kulik

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

First available in Project Euclid: 9 November 2007

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


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.

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