A note on the Bahadur representation of sample quantiles for α-mixing random variables

被引：2

作者：

Xing, Guo-dong ^{[2
]}

Yang, Shan-chao ^{[1
]}

Liu, Yan ^{[3
]}

Yu, Ke-ming ^{[4
]}

机构：

[1] Guangxi Normal Univ, Dept Math, Guilin, Peoples R China

[2] Hefei Normal Univ, Dept Math, Hefei, Peoples R China

[3] Yongzhou Peoples Hosp, Infect Dept, Yongzhou, Peoples R China

[4] Brunel Univ, Dept Math Sci, London, England

来源：

MONATSHEFTE FUR MATHEMATIK | 2012年 / 165卷 / 3-4期

基金：

美国国家科学基金会;

关键词：

Bahadur representation; Uniformly asymptotic normality; alpha-mixing random variables; Convergence rate; Sample quantile; STOCHASTIC VOLATILITY MODELS; MOMENT INEQUALITIES; REGRESSION; SEQUENCES; ESTIMATOR; SERIES; GARCH;

D O I：

10.1007/s00605-011-0334-0

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

By some moment inequalities for alpha-mixing random variables, we prove the Bahadur representation of sample quantiles under very weak alpha-mixing coefficients. As application, the uniformly asymptotic normality is derived, the rate of which is near to n (-1/6) under the given conditions.

引用

页码：579 / 596

页数：18

共 37 条

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