Invariance principle for stochastic processes with short memory
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Publication:3592305
DOI10.1214/074921706000000734zbMath1122.60038arXivmath/0612707MaRDI QIDQ3592305
Publication date: 12 September 2007
Published in: High Dimensional Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0612707
Brownian motion; invariance principle; linear processes; stationary process; weakly dependent sequences; sample
60G10: Stationary stochastic processes
60G48: Generalizations of martingales
60K99: Special processes
60F17: Functional limit theorems; invariance principles
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