A note on the strong approximation for long memory processes and its application
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Publication:5299494
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Cites work
- A generalization of strassen's functional LIL
- Fractional Brownian Motions, Fractional Noises and Applications
- Some results on two-sided LIL behavior
- Strong approximation for a class of stationary processes
- Strong approximation for long memory processes with applications
- Strong approximation for moving average processes under dependence assumptions
- Strong invariance principles for dependent random variables
Cited in
(7)- Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations
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- A general law of precise asymptotics for long memory processes
- Strong approximation for moving average processes under dependence assumptions
- Long memory process and heavy-tailed distribution
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