Asymptotic behavior of central order statistics from stationary processes

DOI10.1016/j.spa.2013.08.001zbMath1285.60027OpenAlexW1972847988MaRDI QIDQ2434484

Anna 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

linear processesquantilesalmost sure convergencestationary processesconditional quantilescentral 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)

Related Items (8)

Asymptotic behaviour of proportions of observations in random regions determined by central order statistics from stationary processes ⋮ Asymptotic normality of numbers of observations near order statistics from stationary processes ⋮ Almost sure asymptotic properties of central order statistics from stationary processes ⋮ Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics ⋮ Maximum likelihood estimators based on discrete component lifetimes of a \(k\)-out-of-\(n\) system ⋮ A strong ergodic theorem for extreme and intermediate order statistics ⋮ An ergodic theorem for proportions of observations that fall into random sets determined by sample quantiles ⋮ The long-term behavior of number of near-maximum insurance claims

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