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

DOI10.1016/0047-259X(71)90010-8zbMath0223.62105MaRDI QIDQ5629096

Kalyan Dutta, Pranab Kumar Sen

Publication date: 1971

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitysample quantilesAlmost sure representationautoregressive (multivariate) process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (5)

An almost sure representation of sample circular median ⋮ Asymptotic behavior of central order statistics from stationary processes ⋮ Unnamed Item ⋮ Some comments on sample quantiles for dependent observations ⋮ Extensions of some classical methods in change point analysis

Cites Work

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• The central limit theorem for dependent random variables
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• A Note on Quantiles in Large Samples
• Asymptotic Normality of Sample Quantiles for $m$-Dependent Processes

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