THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS

DOI10.1017/S0266466602181072zbMath1015.60030OpenAlexW2024267958MaRDI QIDQ4807285

Yan-Xia Lin, Qiying Wang, Chandra M. Gulati

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466602181072

zbMATH Keywords

weak convergencepartial sum processtest statisticmartingale difference

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

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