On Bahadur-Kiefer type processes for sums and renewals in dependent cases
Probability
2014-05-27 v1
Abstract
We study the asymptotic behaviour of Bahadur-Kiefer processes that are generated by summing partial sums of (weakly or strongly dependent) random variables and their renewals. Known results for i.i.d. case will be extended to dependent cases.
Keywords
Cite
@article{arxiv.1405.6537,
title = {On Bahadur-Kiefer type processes for sums and renewals in dependent cases},
author = {Endre Csáki and Miklós Csörgõ},
journal= {arXiv preprint arXiv:1405.6537},
year = {2014}
}
Comments
11 pages