Abstract
In this paper, we establish the Bahadur–Kiefer representation for sample quantiles for a class of weakly dependent linear processes. The rate of approximation is the same as for i.i.d. sequences and is thus optimal.
Citation
Rafał Kulik. "Bahadur–Kiefer theory for sample quantiles of weakly dependent linear processes." Bernoulli 13 (4) 1071 - 1090, November 2007. https://doi.org/10.3150/07-BEJ6086
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