Couplings and strong approximations to time-dependent empirical processes based on i.i.d. fractional Brownian motions

DOI10.1007/S10959-016-0676-6zbMath1377.62061arXiv1308.4939OpenAlexW3102169804WikidataQ64023145 ScholiaQ64023145MaRDI QIDQ2412502

Péter Kevei, David M. Mason

Publication date: 23 October 2017

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.4939

zbMATH Keywords

fractional Brownian motionGaussian processstrong approximationcoupling inequalitytime-dependent empirical process

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (2)

Couplings and strong approximations to time-dependent empirical processes based on i.i.d. fractional Brownian motions ⋮ Bahadur-Kiefer representations for time dependent quantile processes

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