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]
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Correction to The Annals of Statistics (2006) 34, 1013--1044 [URL: http://projecteuclid.org/euclid.aos/1151418250]
长程依赖序列的序贯 Bahadur–Kiefer 与 Vervaat 误差过程强不变原理
In this paper we study strong approximations (invariance principles) of the sequential uniform and general Bahadur–Kiefer processes of long-range dependent sequences. We also investigate the strong and weak asymptotic behavior of the sequential Vervaat process, that is, the integrated sequential Bahadur–Kiefer process, properly normalized, as well as that of its deviation from its limiting process, the so-called Vervaat error process. It is well known that the Bahadur–Kiefer…