On sample marginal quantiles for stationary processes

Autor:	Hiroaki Ogata, Yves Dominicy, Siegfried Hörmann, David Veredas
Rok vydání:	2013
Předmět:	Statistics and Probability Monte Carlo method Statistics Asymptotic distribution Sample (statistics) Statistical physics Statistics Probability and Uncertainty Mixing (physics) Mathematics Quantile
Zdroj:	Statistics & Probability Letters. 83:28-36
ISSN:	0167-7152
Popis:	We establish the asymptotic normality of marginal sample quantiles for S -mixing vector stationary processes. S -mixing is a recently introduced and widely applicable notion of dependence. Results of some Monte Carlo simulations are given.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::b45bcf15a8f5a68d91f07c57ba8bcb94 https://doi.org/10.1016/j.spl.2012.07.016 Zobrazit plný text záznamu Full Text from ScienceDirect