A Bahadur-type representation for empirical quantiles of a large class of stationary, possibly infinite-variance, linear processes
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Publication:749105
DOI10.1214/aos/1176347746zbMath0712.62042OpenAlexW2044313047MaRDI QIDQ749105
Publication date: 1990
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347746
Bahadur representationstationary distributionalmost sure convergencesample quantileempirical quantilesempirical cumulative distribution functionstationary linear processes
Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Strong limit theorems (60F15)
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