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Titel:

Bahadur-Kiefer Representations for Time Dependent Quantile Processes

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Kevei, P. and Mason, D. M.
Abstract:
We define a time dependent empirical process based on n independent fractional Brownian motions and describe strong approximations to it by Gaussian processes. They lead to strong approximations and functional laws of the iterated logarithm for the quantile or inverse of this empirical process. They are obtained via time dependent Bahadur-Kiefer representations.
Stichworte:
Bahadur-Kiefer representation; coupling inequality; fractional Brownian motion; strong approximation; time dependent empirical process.
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Periodica Mathematica Hungarica
Jahr:
2018
Band / Volume:
76
Jahr / Monat:
2018-03
Quartal:
1. Quartal
Monat:
Mar
Heft / Issue:
1
Seitenangaben Beitrag:
95-113
Sprache:
en
Volltext / DOI:
doi:10.1007/s10998-017-0214-z
WWW:
Springer
Verlag / Institution:
Springer
Print-ISSN:
0031-5303
E-ISSN:
1588-2829
Status:
Verlagsversion / published
Publikationsdatum:
01.03.2018
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik
Format:
Text
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