The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order

DOI10.17377/SEMI.2018.15.105zbMATH Open1401.60050MaRDI QIDQ1615768FDOQ1615768

Authors: N. S. Arkashov 

Publication date: 31 October 2018

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

Recommendations

• The principle of invariance in the Donsker form to the partial sum processes of finite order moving averages
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• A new sufficient condition in the invariance principle for the partial sum processes of moving averages
• On the invariance principle under martingale approximation
• Invariance principles and Gaussian approximation for strictly stationary processes

zbMATH Keywords

Gaussian processinvariance principlemoving averagefractal Brownian motionmemory functionregular varying function

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Cites Work

• Fractional Brownian Motions, Fractional Noises and Applications
• Title not available (Why is that?)
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• Title not available (Why is that?)
• Fractional integral and its physical interpretation
• Convergence and convergence rate to fractional Brownian motion for weighted random sums
• Formation of a relation of nonlocalities in the anomalous diffusion model
• Large Deviation Principle for Partial Sum Processes of Moving Averages

Cited In (4)

• A new sufficient condition in the invariance principle for the partial sum processes of moving averages
• Gaussian approximation to the partial sum processes of moving averages
• The principle of invariance in the Donsker form to the partial sum processes of finite order moving averages
• The principle of invariance in the Donsker form to the partial sum processes of finite order moving averages

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