On Bahadur–Kiefer Type Processes for Sums and Renewals in Dependent Cases

DOI10.1007/978-3-319-12442-1_6zbMATH Open1317.60025arXiv1405.6537OpenAlexW1633036851MaRDI QIDQ5258885

Miklós Csörgő, Endre Csáki

Publication date: 24 June 2015

Published in: Mathematical Statistics and Limit Theorems (Search for Journal in Brave)

Abstract: We study the asymptotic behaviour of Bahadur-Kiefer processes that are generated by summing partial sums of (weakly or strongly dependent) random variables and their renewals. Known results for i.i.d. case will be extended to dependent cases.

Full work available at URL: https://arxiv.org/abs/1405.6537

zbMATH Keywords

asymptoticsWiener processfractional Brownian motionpartial sumsstrong approximationsrenewalsBahadur-Kiefer type processes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)

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