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

Jean-François Coeurjolly

doi:10.1016/j.spl.2008.02.037

paper

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

arXiv:math/0702440 · doi:10.1016/j.spl.2008.02.037

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.