Abstract

In this note we give a short proof that a quantile process based on strong mixing sequences can be approximated by a Gaussian process almost surely. Our result improves Theorem 2 of Fotopoulos et al. (1994), with lighter strong mixing decay rate and wider intervals.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call