On Bahadur-Kiefer type processes for sums and renewals in dependent cases
classification
🧮 math.PR
keywords
dependentbahadur-kiefercasesprocessesrenewalssumsasymptoticbehaviour
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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.
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