On sample marginal quantiles for stationary processes
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- Yves Dominicy & Siegfried Hörmann & Hiroaki Ogata & David Veredas, 2013. "On sample marginal quantiles for stationary processes," ULB Institutional Repository 2013/136283, ULB -- Universite Libre de Bruxelles.
References listed on IDEAS
- Sen, Pranab Kumar, 1972. "On the Bahadur representation of sample quantiles for sequences of [phi]-mixing random variables," Journal of Multivariate Analysis, Elsevier, vol. 2(1), pages 77-95, March.
- Oberhofer, Walter & Haupt, Harry, 2005. "The asymptotic distribution of the unconditional quantile estimator under dependence," Statistics & Probability Letters, Elsevier, vol. 73(3), pages 243-250, July.
- Jean-David FERMANIAN & Olivier SCAILLET, 2003. "Nonparametric Estimation of Copulas for Time Series," FAME Research Paper Series rp57, International Center for Financial Asset Management and Engineering.
- Berkes, István & Hörmann, Siegfried & Schauer, Johannes, 2009. "Asymptotic results for the empirical process of stationary sequences," Stochastic Processes and their Applications, Elsevier, vol. 119(4), pages 1298-1324, April.
- Dutta, Kalyan & Sen, Pranab Kumar, 1971. "On the Bahadur representation of sample quantiles in some stationary multivariate autoregressive processes," Journal of Multivariate Analysis, Elsevier, vol. 1(2), pages 186-198, June.
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