Bahadur has obtained an asymptotic almost sure representation for empirical quantiles of independent and identically distributed random variables. In this paper we present an analogous result for a large class of stationary linear processes.
Publié le : 1990-09-14
Classification:
Stationary linear processes,
quantiles,
Bahadur representation,
almost sure convergence,
62G30,
60F15,
60G10
@article{1176347746,
author = {Hesse, C. H.},
title = {A Bahadur-Type Representation for Empirical Quantiles of a Large Class of Stationary, Possibly Infinite-Variance, Linear Processes},
journal = {Ann. Statist.},
volume = {18},
number = {1},
year = {1990},
pages = { 1188-1202},
language = {en},
url = {http://dml.mathdoc.fr/item/1176347746}
}
Hesse, C. H. A Bahadur-Type Representation for Empirical Quantiles of a Large Class of Stationary, Possibly Infinite-Variance, Linear Processes. Ann. Statist., Tome 18 (1990) no. 1, pp. 1188-1202. http://gdmltest.u-ga.fr/item/1176347746/