Almost sure asymptotic properties of central order statistics from\n stationary processes

2019/07/24 by Aneta Augustynowicz, Augustynowicz, Aneta
Decision Sciences · Economics, Econometrics and Finance · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1907.10369

openalex publication_date 2019/07/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we formulate and prove new properties of conditional quantiles\ngiven one of the particular sigma-fields. Next, we use them to investigate\nalmost sure asymptotic behavior of central order statistics which arise from\nstrictly stationary processes. Specifically we provide a new version of a\nstrong ergodic theorem for central order statistics.\n

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