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  • Search: subject:"Sequential empirical and quantile processes"
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Year of publication
Subject
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Long-range dependence 1 Sequential Bahadur-Kiefer process 1 Sequential Vervaat and Vervaat error processes 1 Sequential empirical and quantile processes 1 Strong invariance principles 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Csorgo, Miklos 1 Szyszkowicz, Barbara 1 Wang, Lihong 1
Institution
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Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1
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RePAd Working Paper Series 1
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RePEc 1
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Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
Csorgo, Miklos; Szyszkowicz, Barbara; Wang, Lihong - Départment des sciences administratives, Université … - 2000
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...
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