The Vervaat Process in Lp Spaces

Miklós Csörgo and Ricardas Zitikis

Journal of Multivariate Analysis, 2001, vol. 78, issue 1, 103-138

Abstract: It is well known that, asymptotically, the appropriately normalized Vervaat process behaves like one half times the squared empirical process. Considering these two processes as elements of the Lp-space, 1[less-than-or-equals, slant]p

Keywords: Vervaat process; empirical process; quantile process; Bahadur-Kiefer process; Kiefer process; Brownian bridge; Wiener process; Lp-space; the law of the iterated logarithm; convergence in distribution (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (2)

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