Bahadur-Kiefer representations for time dependent quantile processes

Kevei, P; Mason, DM

Kevei, P (reprint author), Tech Univ Munich, Ctr Math Sci, Boltzmannstr 3, D-85748 Garching, Germany.; Kevei, P (reprint author), Bolyai Inst, MTA SZTE Anal & Stochast Res Grp, Aradi Vertanuk Tere 1, H-6720 Szeged, Hungary.

PERIODICA MATHEMATICA HUNGARICA, 2018; 76 (1): 95

Abstract

We define a time dependent empirical process based on n independent fractional Brownian motions and describe strong approximations to it by Gaussian p......

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