On the Bahadur representation of sample quantiles for sequences of [phi]-mixing random variables
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- Ghalibaf, M. Bolbolian & Fakoor, V. & Azarnoosh, H.A., 2010. "Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 581-586, April.
- Coeurjolly, Jean-François, 2008. "Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2485-2489, October.
- Ho, Hwai-Chung, 2015. "Sample quantile analysis for long-memory stochastic volatility models," Journal of Econometrics, Elsevier, vol. 189(2), pages 360-370.
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- Dominicy, Yves & Hörmann, Siegfried & Ogata, Hiroaki & Veredas, David, 2013.
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More about this item
KeywordsAlmost-sure representation asymptotic normality empirical distribution functional central limit theorem [phi]-mixing processes law of iterated logarithm sample quantiles;
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