Almost sure asymptotic properties of central order statistics from stationary processes
Probability
2019-07-25 v1
Abstract
In this paper, 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.
Keywords
Cite
@article{arxiv.1907.10369,
title = {Almost sure asymptotic properties of central order statistics from stationary processes},
author = {Aneta Augustynowicz},
journal= {arXiv preprint arXiv:1907.10369},
year = {2019}
}
Comments
13 pages