A note on strong approximation for quantile processes of strong mixing sequences

Hao Yu

Statistics & Probability Letters, 1996, vol. 30, issue 1, 1-7

Abstract: In this note we give a short proof that a quantile process based on strong mixing sequences can be approximated by a Gaussian process almost surely. Our result improves Theorem 2 of Fotopoulos et al. (1994), with lighter strong mixing decay rate and wider intervals.

Keywords: Empirical; process; Quantile; process; Strong; approximation; Stationarity; Strong; mixing (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (2)

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