References

• Csörgő, Miklós. Quantile processes with statistical applications. CBMS-NSF Regional Conference Series in Applied Mathematics, 42. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 1983. xiii+156 pp. ISBN: 0-89871-185-1 MR0745130
• Csörgő, Miklós; Csörgő, Sándor; Horváth, Lajos; Mason, David M. Weighted empirical and quantile processes. Ann. Probab. 14 (1986), no. 1, 31--85. MR0815960
• Csörgő, Miklós; Csörgő, Sándor; Horváth, Lajos; Mason, David M. Normal and stable convergence of integral functions of the empirical distribution function. Ann. Probab. 14 (1986), no. 1, 86--118. MR0815961
• Csörgő, Miklós; Kulik, Rafał. Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences. Probab. Theory Related Fields 142 (2008), no. 3-4, 339--366. MR2438695
• Csörgö, M. and Kulik, R. (2008). Weak convergence of Vervaat and Vervaat Error processes of long-range dependent Gaussian sequences. J. Theoret. Probab. DOI: 10.1007/s10959-007-0124-8.
• Csörgő, Miklós; Szyszkowicz, Barbara; Wang, Lihong. Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences. Ann. Statist. 34 (2006), no. 2, 1013--1044. MR2283402
• Csörgő, Sándor; Haeusler, Erich; Mason, David M. The quantile-transform–empirical-process approach to limit theorems for sums of order statistics. Sums, trimmed sums and extremes, 215--267, Progr. Probab., 23, Birkhäuser Boston, Boston, MA, 1991. MR1117272
• Csörgő, Sándor; Horváth, Lajos; Mason, David M. What portion of the sample makes a partial sum asymptotically stable or normal? Probab. Theory Relat. Fields 72 (1986), no. 1, 1--16. MR0835156
• Csörgő, Sándor; Mason, David M. The asymptotic distribution of sums of extreme values from a regularly varying distribution. Ann. Probab. 14 (1986), no. 3, 974--983. MR0841597
• Embrechts, Paul; Klüppelberg, Claudia; Mikosch, Thomas. Modelling extremal events. For insurance and finance. Applications of Mathematics (New York), 33. Springer-Verlag, Berlin, 1997. xvi+645 pp. ISBN: 3-540-60931-8 MR1458613
• Giraitis, Liudas; Surgailis, Donatas. The reduction principle for the empirical process of a long memory linear process. Empirical process techniques for dependent data, 241--255, Birkhäuser Boston, Boston, MA, 2002. MR1958784
• de Haan, L. (1975). On Regular Variation and Its Applications to the Weak Convergence of Sample Extremes. Math. Centre Tracts 32, Amsterdam.
• Ho, Hwai-Chung; Hsing, Tailen. On the asymptotic expansion of the empirical process of long-memory moving averages. Ann. Statist. 24 (1996), no. 3, 992--1024. MR1401834
• Horváth, Lajos. On the tail behaviour of quantile processes. Stochastic Process. Appl. 25 (1987), no. 1, 57--72. MR0904264
• Koul, Hira L.; Surgailis, Donatas. Asymptotic expansion of the empirical process of long memory moving averages. Empirical process techniques for dependent data, 213--239, Birkhäuser Boston, Boston, MA, 2002. MR1958783
• Kulik, Rafał; Ould Haye, Mohamedou. Trimmed sums of long range dependent moving averages. Statist. Probab. Lett. 78 (2008), no. 15, 2536--2542. MR2462690
• Leadbetter, M. R.; Lindgren, Georg; Rootzén, Holger. Extremes and related properties of random sequences and processes. Springer Series in Statistics. Springer-Verlag, New York-Berlin, 1983. xii+336 pp. ISBN: 0-387-90731-9 MR0691492
• Lo, Gane Samb. A note on the asymptotic normality of sums of extreme values. J. Statist. Plann. Inference 22 (1989), no. 1, 127--136. MR0996806
• Mikosch, Thomas; Samorodnitsky, Gennady. The supremum of a negative drift random walk with dependent heavy-tailed steps. Ann. Appl. Probab. 10 (2000), no. 3, 1025--1064. MR1789987
• Parzen, Emanuel. Nonparametric statistical data modeling. With comments by John W. Tukey, Roy E. Welsch, William F. Eddy, D. V. Lindley, Michael E. Tarter and Edwin L. Crow, and a rejoinder by the author. J. Amer. Statist. Assoc. 74 (1979), no. 365, 105--131. MR0529528
• Samorodnitsky, Gennady. Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes. Ann. Probab. 32 (2004), no. 2, 1438--1468. MR2060304
• Shao, Qi-Man; Yu, Hao. Weak convergence for weighted empirical processes of dependent sequences. Ann. Probab. 24 (1996), no. 4, 2098--2127. MR1415243
• Stigler, Stephen M. The asymptotic distribution of the trimmed mean. Ann. Statist. 1 (1973), 472--477. MR0359134
• Wu, Wei Biao. Empirical processes of long-memory sequences. Bernoulli 9 (2003), no. 5, 809--831. MR2047687
• Wu, Wei Biao. On the Bahadur representation of sample quantiles for dependent sequences. Ann. Statist. 33 (2005), no. 4, 1934--1963. MR2166566