Optimal rate of convergence for empirical quantiles and distribution functions for time series

DOI10.1111/JTSA.12189MaRDI QIDQ2830682zbMATH OpenOpenAlexFDO

Authors Moritz Jirak

Publication date 28 October 2016

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/jtsa.12189

zbMATH Keywords

weak dependenceempirical distributionBerry-Esseenempirical quantile

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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Cites work

• scientific article; zbMATH DE number 741240 (Why is no real title available?)
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• Time series: theory and methods.

Cited in

(1)

• On non-uniform Berry-Esseen bounds for time series

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