We study a long-range dependence Gaussian process which we call “sub-fractional Brownian motion” (sub-fBm), because it is intermediate between Brownian motion (Bm) and fractional Brownian motion (fBm) in the sense that it has properties analogous to those of fBm, but the increments on...

Several long-range dependence, self-similar Gaussian processes arise from asymptotics of some classes of spatially distributed particle systems and superprocesses. The simplest examples are fractional Brownian motion and sub-fractional fractional Brownian motion, the latter being intermediate...

In this paper we study strong approximations (invariance principles) of the sequential uniform and general Bahadur-Kiefer processes of long-range dependent sequences. We also investigate the strong and weak asymptotic behavior of the sequential Vervaat process, i.e., the integrated sequential...