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Couplings and Strong Approximations to Time-Dependent Empirical Processes Based on I.I.D. Fractional Brownian Motions |
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| Authors: | |
| Institution: | 1.MTA-SZTE Analysis and Stochastics Research Group, Bolyai Institute,Szeged,Hungary;2.Center for Mathematical Sciences, Technische Universit?t München,Garching,Germany;3.Department of Applied Economics and Statistics,University of Delaware,Newark,USA |
| Abstract: | We define a time-dependent empirical process based on n i.i.d. fractional Brownian motions and establish Gaussian couplings and strong approximations to it by Gaussian processes. They lead to functional laws of the iterated logarithm for this process. |
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