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

DOI10.1214/009053606000000164zbMath1113.60034arXivmath/0607046MaRDI 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 dependence; strong invariance principles; sequential Bahadur-Kiefer process; sequential empirical and quantile processes; sequential Vervaat and Vervaat error processes

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

60F15: Strong limit theorems

60G18: Self-similar stochastic processes

60F17: Functional limit theorems; invariance principles

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