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.
Publié le : 2007-11-14
Classification:
Bahadur representation,
empirical processes,
law of the iterated logarithm,
linear processes,
sample quantiles,
strong approximation
@article{1194625603,
author = {Kulik, Rafa\l },
title = {Bahadur--Kiefer theory for sample quantiles of weakly dependent linear processes},
journal = {Bernoulli},
volume = {13},
number = {1},
year = {2007},
pages = { 1071-1090},
language = {en},
url = {http://dml.mathdoc.fr/item/1194625603}
}
Kulik, Rafał. Bahadur–Kiefer theory for sample quantiles of weakly dependent linear processes. Bernoulli, Tome 13 (2007) no. 1, pp. 1071-1090. http://gdmltest.u-ga.fr/item/1194625603/