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

DOI10.1111/JTSA.12189zbMATH Open1349.62407OpenAlexW2303476986MaRDI QIDQ2830682FDOQ2830682

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

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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)

Cites Work

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• Strong approximation of very weak Bernoulli processes
• Berry-Esseen theorems under weak dependence
• On the Bahadur-Ghosh-Kiefer representation of sample quantiles

Cited In (1)

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

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