The principle of invariance in the Donsker form to the partial sum processes of finite order moving averages (Q2331139)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The principle of invariance in the Donsker form to the partial sum processes of finite order moving averages
scientific article

    Statements

    The principle of invariance in the Donsker form to the partial sum processes of finite order moving averages (English)
    0 references
    0 references
    25 October 2019
    0 references
    invariance principle
    0 references
    fractal Brownian motion
    0 references
    moving average
    0 references
    Gaussian process
    0 references
    memory function
    0 references
    regular varying function
    0 references

    Identifiers