The principle of invariance in the Donsker form to the partial sum processes of finite order moving averages (Q2331139)
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scientific article; zbMATH DE number 7122044
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| English | The principle of invariance in the Donsker form to the partial sum processes of finite order moving averages |
scientific article; zbMATH DE number 7122044 |
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The principle of invariance in the Donsker form to the partial sum processes of finite order moving averages (English)
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25 October 2019
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invariance principle
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fractal Brownian motion
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moving average
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Gaussian process
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memory function
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regular varying function
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0.9244920015335084
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0.8711121678352356
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0.8581593036651611
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0.79106605052948
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