Optimal rates in the Bahadur-Kiefer representation for GARCH sequences

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dc.creatorKulik, Rafal
dc.date2006-05-10
dc.date.accessioned2026-07-07T08:07:47Z
dc.date.available2026-07-07T08:07:47Z
dc.descriptionIn this paper we establish the Bahadur-Kiefer representation for sample quantiles of GARCH sequences with optimal rates.
dc.description12 pages
dc.identifierhttps://arxiv.org/abs/math/0605283
dc.identifierhttp://arxiv.org/abs/math/0605283
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131048
dc.subjectStatistics Theory
dc.subject62G30
dc.titleOptimal rates in the Bahadur-Kiefer representation for GARCH sequences
dc.typetext

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