On the bahadur representation of sample quantiles for dependent sequences

Annals of Statistics

Volumn 33, Issue 4, 2005, Pages 1934-1963

  Wu, Wei Biao ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

Almost sure convergence; Bahadur representation; Empirical processes; Law of the iterated logarithm; Linear process; Long and short range dependence; Martingale inequalities; Nonlinear time series

Indexed keywords

EID: 26444517783     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053605000000291     Document Type: Article

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