A strong approximation of the shortt process

MaRDI QIDQ1856559zbMATH OpenFDO

Authors Yanyan Li, John H. J. Einmahl, M. Geilen

Publication date 10 February 2003

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

Kiefer processlength of shorttoscillation modulusrobust scale estimationstrong approximationupper and lower class

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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Cited in

(3)

• Approximation of intermediate quantile processes
• Strong approximation of stochastic processes at random times and application to their exact simulation
• Asymptotics of the shorth plot

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