Weak convergence of Vervaat and Vervaat Error processes of long-range dependent sequences
Probability
2016-03-28 v1
Abstract
Following Cs\"{o}rg\H{o}, Szyszkowicz and Wang (Ann. Statist. {\bf 34}, (2006), 1013--1044) we consider a long range dependent linear sequence. We prove weak convergence of the uniform Vervaat and the uniform Vervaat error processes, extending their results to distributions with unbounded support and removing normality assumption.
Keywords
Cite
@article{arxiv.0709.4285,
title = {Weak convergence of Vervaat and Vervaat Error processes of long-range dependent sequences},
author = {Miklós Csörgő and Rafał Kulik},
journal= {arXiv preprint arXiv:0709.4285},
year = {2016}
}