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Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption

Jean-François Coeurjolly
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Abstract

We obtain a Bahadur representation for sample quantiles of nonlinear functional of Gaussian sequences with correlation function decreasing as $k^{-α}$ for some $α> 0$. This representation is derived under a mimimal assumption.

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Jean-François Coeurjolly. 2008-09-30. Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption. https://doi.org/10.1016/j.spl.2008.02.037

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