Optimal rates in the Bahadur-Kiefer representation for GARCH sequences
arXiv:math/0605283
Abstract
In this paper we establish the Bahadur-Kiefer representation for sample quantiles of GARCH sequences with optimal rates.
arXiv comment12 pages
arXiv:math/0605283
In this paper we establish the Bahadur-Kiefer representation for sample quantiles of GARCH sequences with optimal rates.
arXiv comment12 pages