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

Miklós Csörgő; Rafał Kulik

doi:10.1007/s10959-007-0124-8

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arXiv · 0709.4285

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

Miklós Csörgő·Rafał Kulik

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Abstract

Following Csörgő, 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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Miklós Csörgő, Rafał Kulik. 2007-09-26. Weak convergence of Vervaat and Vervaat Error processes of long-range dependent sequences. https://doi.org/10.1007/s10959-007-0124-8

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