Almost sure asymptotic properties of central order statistics from stationary processes

Aneta Augustynowicz

Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 24, 6273-6285

Abstract: In this article, we formulate and prove new properties of conditional quantiles given one of the particular sigma-fields. Next, we use them to investigate almost sure asymptotic behavior of central order statistics which arise from strictly stationary processes. Specifically, we provide a new version of a strong ergodic theorem for central order statistics.

Date: 2021
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DOI: 10.1080/03610926.2020.1741629

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