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math.PR2016
Bahadur--Kiefer Representations for Time Dependent Quantile Processes
Péter Kevei, David M. Mason
We define a time dependent empirical process based on independent fractional Brownian motions and describe strong approximations to it by Gaussian processes. They lead to stron…
math.PR2016
Ergodic properties of generalized Ornstein--Uhlenbeck processes
Peter Kevei
We investigate ergodic properties of generalized Ornstein--Uhlenbeck processes. In particular, we provide sufficient conditions for ergodicity, and for subexponential and exponenti…