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

In this paper we study strong approximations (invariance principles) of the sequential uniform and general Bahadur-Kiefer processes of long-range dependent sequences. We also investigate the strong and weak asymptotic behavior of the sequential Vervaat process, i.e., the integrated sequential Bahadur-Kiefer process, properly normalized, as well as that of its deviation from its limiting process, the so-called Vervaat error process. It is well known that the Bahadur-Kiefer and the Vervaat error processes cannot converge weakly in the i.i.d. case. In contrast to this we conclude that the Bahadur-Kiefer and Vervaat error processes, as well as their sequential versions, do converge weakly to a Dehling-Taqqu type limit process for certain long-range dependent sequences.