| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152035 | Statistics & Probability Letters | 2013 | 9 Pages |
Abstract
We establish the asymptotic normality of marginal sample quantiles for SS-mixing vector stationary processes. SS-mixing is a recently introduced and widely applicable notion of dependence. Results of some Monte Carlo simulations are given.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yves Dominicy, Siegfried Hörmann, Hiroaki Ogata, David Veredas,