On the Bahadur representation of sample quantiles for dependent sequences

DOI10.1214/009053605000000291zbMath1080.62024arXivmath/0508313OpenAlexW2009326110MaRDI QIDQ2583423

Wei-Biao Wu

Publication date: 16 January 2006

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0508313

zbMATH Keywords

linear processempirical processeslaw of the iterated logarithmalmost sure convergencenonlinear time seriesmartingale inequalitieslong- and short range dependence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

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