Asymptotic behavior of central order statistics from stationary processes

DOI10.1016/J.SPA.2013.08.001zbMATH Open1285.60027OpenAlexW1972847988MaRDI QIDQ2434484FDOQ2434484

Publication date: 6 February 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2013.08.001

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zbMATH Keywords

quantiles almost sure convergence stationary processes conditional quantiles linear processes central order statistics

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Strong limit theorems (60F15)

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Cited In (10)

Maximum likelihood estimators based on discrete component lifetimes of a $k$-out-of-$n$ system
Asymptotic Theory for Estimators of High-Order Statistics of Stationary Processes
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Almost sure asymptotic properties of central order statistics from stationary processes
Asymptotic normality of numbers of observations near order statistics from stationary processes
Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics
The long-term behavior of number of near-maximum insurance claims
A strong ergodic theorem for extreme and intermediate order statistics
Asymptotic behaviour of proportions of observations in random regions determined by central order statistics from stationary processes
An ergodic theorem for proportions of observations that fall into random sets determined by sample quantiles

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