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

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scientific article; zbMATH DE number 3256931 (Why is no real title available?)
scientific article; zbMATH DE number 3274494 (Why is no real title available?)
scientific article; zbMATH DE number 3288917 (Why is no real title available?)
A Note on Quantiles in Large Samples
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Remembering Wim Vervaat
Testing the Multivariate Regular Variation Model
Pfeifer records process
Dependent conditional tail expectation for extreme levels
Functional limit theorems for cumulative processes and stopping times
Strong laws for randomly indexed U-statistics
Bahadur representation for $U$-quantiles of dependent data
Risk forecasting in the context of time series
Weighted approximations of tail processes for $\beta$-mixing random variables.
Bivariate tail estimation: dependence in asymptotic independence
Empirical process approach to some two-sample problems based on ranked set samples
Convergence of extreme values of Poisson point processes at small times
Equivalences in strong limit theorems for renewal counting processes
Semi-parametric models for the multivariate tail dependence function -- the asymptotically dependent case
On the rate of strong consistency of the total time on test statistic
Large deviation analysis of the single server queue
An M-estimator for tail dependence in arbitrary dimensions
Risk concentration under second order regular variation
Weak convergence of sequences of first passage processes and applications
Asymptotic confidence bands for the Lorenz and Bonferroni curves based on the empirical Lorenz curve
A method of moments estimator of tail dependence
A functional central limit theorem connected with extended renewal theory
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
Limit laws in transaction-level asset price models
Some invariance principles for stochastic processes and their inverse and supremum processes
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
Edgeworth expansion of densities of order statistics with fixed rank
Equivalence of functional limit theorems for stationary point processes and their Palm distributions
Estimation of the coefficient of tail dependence in bivariate extremes
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
Asymptotics of the shorth plot
Multi-scale detection of rate changes in spike trains with weak dependencies
An estimator for the extreme-value index
On Vervaat and Vervaat-error-type processes for partial sums and renewals
Maxima of sums of random variables and suprema of stable processes
Strong approximation of renewal processes
Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes
MULTIVARIATE STABLE FUTURES PRICES
Second-order regular variation, convolution and the central limit theorem
A CLT for empirical processes involving time-dependent data
Orthogonalization of multivariate location estimators: The orthomedian
A functional law of the iterated logarithm for distributions in the domain of partial attraction of the normal distribution
Bahadur-Kiefer representations for time dependent quantile processes
On the rate of strong consistency of Lorenz curves
Limit theorems for records from discrete distributions
The Vervaat process in $L_p$ spaces
Characterization of weak convergence for smoothed empirical and quantile processes under $\varphi$-mixing
Weak approximations for quantile processes of stationary sequences
Weak convergence of Vervaat and Vervaat error processes of long-range dependent sequences
Strong approximation of certain stopped sums
Extreme value inference for heterogeneous power law data
Robust and bias-corrected estimation of the coefficient of tail dependence
The Edgeworth expansion for distributions of extreme values
Nonparametric estimators for percentile regression functions
Statistical inference for heavy tailed series with extremal independence
Approximations for the maximum of a vector-valued stochastic process with drift
Empirical quantile central limit theorems for some self-similar processes
Limit theorems for quantile and depth regions for stochastic processes
Best attainable rates of convergence for estimators of the stable tail dependence function

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