On the Bahadur representation of sample quantiles in some stationary multivariate autoregressive processes

Stochastic processes

1953 • 9,312 citations

A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION

1956 • 1,340 citations

A Note on Quantiles in Large Samples

1966 • 736 citations

The central limit theorem for dependent random variables

1948 • 487 citations

The Analysis of Multiple Stationary Time Series

1953 • 357 citations

Asymptotic Normality of Sample Quantiles for $m$-Dependent Processes

1968 • 83 citations