Functional central limit theorems for processes with positive drift and their inverses

DOI10.1007/BF00532510zbMATH Open0238.60018OpenAlexW2091297226MaRDI QIDQ5649162FDOQ5649162

Authors: Wim Vervaat 

Publication date: 1972

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532510

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Foundations of stochastic processes (60G05)

Cites Work

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• On the Construction of Almost Uniformly Convergent Random Variables with Given Weakly Convergent Image Laws
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Cited In (63)

• On the rate of strong consistency of the total time on test statistic
• Empirical quantile central limit theorems for some self-similar processes
• Best attainable rates of convergence for estimators of the stable tail dependence function
• A functional law of the iterated logarithm for distributions in the domain of partial attraction of the normal distribution
• Robust and bias-corrected estimation of the coefficient of tail dependence
• Limit theorems for records from discrete distributions
• Bahadur representation for \(U\)-quantiles of dependent data
• Semi-parametric models for the multivariate tail dependence function -- the asymptotically dependent case
• A method of moments estimator of tail dependence
• Nonparametric estimators for percentile regression functions
• Statistical inference for heavy tailed series with extremal independence
• Weighted approximations of tail processes for \(\beta\)-mixing random variables.
• Approximations for the maximum of a vector-valued stochastic process with drift
• Bahadur-Kiefer representations for time dependent quantile processes
• On Vervaat and Vervaat-error-type processes for partial sums and renewals
• Limit laws in transaction-level asset price models
• On the rate of strong consistency of Lorenz curves
• Empirical process approach to some two-sample problems based on ranked set samples
• Convergence of extreme values of Poisson point processes at small times
• Some invariance principles for stochastic processes and their inverse and supremum processes
• Edgeworth expansion of densities of order statistics with fixed rank
• Extreme value inference for heterogeneous power law data
• Asymptotics of the shorth plot
• Characterization of weak convergence for smoothed empirical and quantile processes under \(\varphi\)-mixing
• Risk forecasting in the context of time series
• Bivariate tail estimation: dependence in asymptotic independence
• Risk concentration under second order regular variation
• The Vervaat process in \(L_p\) spaces
• Equivalence of functional limit theorems for stationary point processes and their Palm distributions
• Maxima of sums of random variables and suprema of stable processes
• Asymptotic confidence bands for the Lorenz and Bonferroni curves based on the empirical Lorenz curve
• Multi-scale detection of rate changes in spike trains with weak dependencies
• Estimation of the coefficient of tail dependence in bivariate extremes
• An estimator for the extreme-value index
• Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes
• Weak approximations for quantile processes of stationary sequences
• On the limiting behavior of the Bahadur-Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist
• Intermediate- and extreme-sum processes
• MULTIVARIATE STABLE FUTURES PRICES
• Weak convergence of sequences of first passage processes and applications
• Orthogonalization of multivariate location estimators: The orthomedian
• Large deviation analysis of the single server queue
• A functional central limit theorem connected with extended renewal theory
• Equivalences in strong limit theorems for renewal counting processes
• Strong approximation of certain stopped sums
• Weak convergence of Vervaat and Vervaat error processes of long-range dependent sequences
• Approximations to the tail empirical distribution function with application to testing extreme value conditions
• Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
• Second-order regular variation, convolution and the central limit theorem
• Limit theorems for quantile and depth regions for stochastic processes
• An M-estimator for tail dependence in arbitrary dimensions
• A CLT for empirical processes involving time-dependent data
• Estimating the multivariate extremal index function
• Inference for the limiting cluster size distribution of extreme values
• Weak convergence of the tail empirical process for dependent sequences
• Strong approximation of renewal processes
• The Edgeworth expansion for distributions of extreme values
• Pfeifer records process
• Functional limit theorems for cumulative processes and stopping times
• Strong laws for randomly indexed U-statistics
• Dependent conditional tail expectation for extreme levels
• Remembering Wim Vervaat
• Testing the Multivariate Regular Variation Model

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