Komlós-Major-Tusnády approximation under dependence

DOI10.1214/13-AOP850zbMath1308.60037arXiv1402.6517OpenAlexW3100926372MaRDI QIDQ2447341

István Berkes, Wei-Dong Liu, Wei-Biao Wu

Publication date: 25 April 2014

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.6517

zbMATH Keywords

Wiener processstationary processesnonlinear time seriesstrong invariance principleergodic sumsKMT approximationdependent sequences

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

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