Weak convergence of Vervaat and Vervaat Error processes of long-range dependent sequences

Details Weak convergence of Vervaat and Vervaat Error processes of long-range dependent sequences Weak convergence of Vervaat and Vervaat Error processes of long-range dependent sequences

2007-09-26

arxiv.org/abs/0709.4285v1

Mathematics

Probability

Scientific paper

10.1007/s10959-007-0124-8

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.

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