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arXiv · 1907.10369

Almost sure asymptotic properties of central order statistics from stationary processes

Aneta Augustynowicz
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Abstract

In this paper, we formulate and prove new properties of conditional quantiles given one of the particular sigma-fields. Next, we use them to investigate almost sure asymptotic behavior of central order statistics which arise from strictly stationary processes. Specifically we provide a new version of a strong ergodic theorem for central order statistics.

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Aneta Augustynowicz. 2019-07-24. Almost sure asymptotic properties of central order statistics from stationary processes. https://arxiv.org/abs/1907.10369

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