On the Bahadur representation of sample quantiles in some stationary multivariate autoregressive processes
- 1 June 1971
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 1 (2) , 186-198
- https://doi.org/10.1016/0047-259x(71)90010-8
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Asymptotic Normality of Sample Quantiles for $m$-Dependent ProcessesThe Annals of Mathematical Statistics, 1968
- A Note on Quantiles in Large SamplesThe Annals of Mathematical Statistics, 1966
- The Analysis of Multiple Stationary Time SeriesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1953
- The central limit theorem for dependent random variablesDuke Mathematical Journal, 1948