Bahadur-Kiefer representations for time dependent quantile processes

DOI10.1007/s10998-017-0214-zzbMath1413.62015arXiv1606.06045OpenAlexW2963410942WikidataQ64023143 ScholiaQ64023143MaRDI QIDQ1747986

David M. Mason, Péter Kevei

Publication date: 27 April 2018

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.06045

zbMATH Keywords

fractional Brownian motionstrong approximationcoupling inequalityBahadur-Kiefer representationtime-dependent empirical process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

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