Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences

DOI10.1214/009053606000000164zbMath1113.60034arXivmath/0607046OpenAlexW2134641264MaRDI QIDQ2497191

Lihong Wang, Miklós Csörgő, Barbara Szyszkowicz

Publication date: 3 August 2006

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0607046

zbMATH Keywords

long-range dependencestrong invariance principlessequential Bahadur-Kiefer processsequential empirical and quantile processessequential Vervaat and Vervaat error processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Strong limit theorems (60F15) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)

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