Invariance principle for stochastic processes with short memory
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Publication:3592305
DOI10.1214/074921706000000734zbMath1122.60038arXivmath/0612707OpenAlexW1663008374MaRDI QIDQ3592305
Publication date: 12 September 2007
Published in: High Dimensional Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0612707
Brownian motioninvariance principlelinear processesstationary processweakly dependent sequencessample
Stationary stochastic processes (60G10) Generalizations of martingales (60G48) Special processes (60K99) Functional limit theorems; invariance principles (60F17)
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