Asymptotic behavior of central order statistics from stationary processes

DOI10.1016/J.SPA.2013.08.001MaRDI QIDQ2434484zbMATH OpenOpenAlexFDO

Authors A. Dembińska

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

zbMATH Keywords

quantilesalmost sure convergencestationary processesconditional quantileslinear processescentral 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
• scientific article; zbMATH DE number 4113652 (Why is no real title available?)
• 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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