On the modeling of stationary sequences using the inverse distribution function

DOI10.33048/SEMI.2022.19.042MaRDI QIDQ6642651zbMATH OpenFDO

Authors N. S. Arkashov

Publication date 25 November 2024

Published in Sibirskie Elektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL https://doi.org/10.33048/SEMI.2022.19.042

zbMATH Keywords

function words in fictionlimit theoremslong-range dependencemodeling of stationary processes

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stationary stochastic processes (60G10) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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Cited in

(1)

• On limit theorems for partial sum processes of moving averages constructed on the basis of heterogeneous processes

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