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On the Bahadur representation of sample quantiles in some stationary multivariate autoregressive processes - MaRDI portal

On the Bahadur representation of sample quantiles in some stationary multivariate autoregressive processes (Q5629096)

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scientific article; zbMATH DE number 3354473
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On the Bahadur representation of sample quantiles in some stationary multivariate autoregressive processes
scientific article; zbMATH DE number 3354473

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    On the Bahadur representation of sample quantiles in some stationary multivariate autoregressive processes (English)
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    1971
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    Almost sure representation
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    asymptotic normality
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    autoregressive (multivariate) process
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    sample quantiles
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