Correction. Strong invariance principles for sequential Bahadur--Kiefer and Vervaat error processes of long-range dependent sequences
Mikl\'os Cs\"org\~o, Barbara Szyszkowicz, Lihong Wang
TL;DR
This paper revisits strong invariance principles for sequential Bahadur--Kiefer and Vervaat error processes in long-range dependent sequences, correcting previous results and enhancing understanding of their asymptotic behavior.
Contribution
It provides corrected and refined strong invariance principles for these error processes in the context of long-range dependence, improving theoretical accuracy.
Findings
Corrected previous invariance principles for long-range dependent sequences.
Enhanced theoretical understanding of Bahadur--Kiefer and Vervaat processes.
Clarified asymptotic properties of error processes.
Abstract
Correction to The Annals of Statistics (2006) 34, 1013--1044 [URL: http://projecteuclid.org/euclid.aos/1151418250]
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