Weak convergence of Vervaat and Vervaat error processes of long-range dependent sequences
From MaRDI portal
Publication:939127
DOI10.1007/s10959-007-0124-8zbMath1147.60012arXiv0709.4285OpenAlexW3098964627MaRDI QIDQ939127
Publication date: 21 August 2008
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0709.4285
Related Items
On nonparametric density estimation for multivariate linear long-memory processes, Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes, Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences, Testing for the expected number of exceedances in strongly dependent seasonal time series
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The empirical process of some long-range dependent sequences with an application to U-statistics
- Strong approximations of the quantile process
- Strong approximation for long memory processes with applications
- Empirical processes of long-memory sequences
- On the asymptotic expansion of the empirical process of long-memory moving averages
- Pointwise and uniform asymptotics of the Vervaat error process
- The supremum of a negative drift random walk with dependent heavy-tailed steps.
- Correction to: ``Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
- Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
- On the Bahadur representation of sample quantiles for dependent sequences
- Nonparametric Statistical Data Modeling
- A Note on Quantiles in Large Samples
- Functional central limit theorems for processes with positive drift and their inverses
- Linear processes, long-range dependence and asymptotic expansions