Weak Convergence of Vervaat and Vervaat Error Processes of Long-Range Dependent Sequences
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Following Csörgő, Szyszkowicz and Wang (Ann. Stat. 34, 1013–1044, 2006) 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.
KeywordsVervaat process Long range dependence
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