arXiv subjects

Miklós Csörgõ

Publications and source records attributed to Miklós Csörgõ.

2 recordsLinked to original sources

arXiv2014

On Bahadur-Kiefer type processes for sums and renewals in dependent cases

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.

math.PR↗

arXiv2008

Correction. Strong invariance principles for sequential Bahadur--Kiefer and Vervaat error processes of long-range dependent sequences

Correction to The Annals of Statistics (2006) 34, 1013--1044 [URL: http://projecteuclid.org/euclid.aos/1151418250]

math.ST↗