Optimal rates in the Bahadur-Kiefer representation for GARCH sequences

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In this paper we establish the Bahadur-Kiefer representation for sample quantiles of GARCH sequences with optimal rates.
12 pages

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Statistics Theory, 62G30

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http://salesiana.dossiersoluciones.com/handle/123456789/131048

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0605283
 http://arxiv.org/abs/math/0605283

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arXiv