Optimal rates in the Bahadur-Kiefer representation for GARCH sequences
Statistics Theory
2007-06-13 v1 Statistics Theory
Abstract
In this paper we establish the Bahadur-Kiefer representation for sample quantiles of GARCH sequences with optimal rates.
Cite
@article{arxiv.math/0605283,
title = {Optimal rates in the Bahadur-Kiefer representation for GARCH sequences},
author = {Rafal Kulik},
journal= {arXiv preprint arXiv:math/0605283},
year = {2007}
}
Comments
12 pages