On Bahadur–Kiefer Type Processes for Sums and Renewals in Dependent Cases

Endre Csáki () and Miklós Csörgő ()
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Endre Csáki: Hungarian Academy of Sciences, Alfréd Rényi Institute of Mathematics
Miklós Csörgő: Carleton University, School of Mathematics and Statistics

A chapter in Mathematical Statistics and Limit Theorems, 2015, pp 93-103 from Springer

Abstract: Abstract We study the asymptotic behavior 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.

Keywords: Partial sums; Renewals; Bahadur–Kiefer type processes; Wiener process; Fractional Brownian motion; Strong approximations; Primary 60F17; Secondary 60F15 (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-12442-1_6

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DOI: 10.1007/978-3-319-12442-1_6

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