A note on the strong approximation for long memory processes and its application
From MaRDI portal
Publication:5299494
DOI10.1080/02331888.2011.629726zbMATH Open1327.60075OpenAlexW2063169222MaRDI QIDQ5299494FDOQ5299494
Authors: Ke-Ang Fu, Andrew Cheuk-Yin Ng 
Publication date: 25 June 2013
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2011.629726
Recommendations
- Strong approximation for long memory processes with applications
- A general strong approximation theorem for the long memory process generated by \(\varphi\)-mixing sequences
- scientific article; zbMATH DE number 6263391
- Strong approximation for moving average processes under dependence assumptions
- Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes
long memorystrong approximationlaw of the iterated logarithmlinear processadjusted range of partial sums
Cites Work
- Fractional Brownian Motions, Fractional Noises and Applications
- Strong approximation for long memory processes with applications
- Strong invariance principles for dependent random variables
- Strong approximation for a class of stationary processes
- A generalization of strassen's functional LIL
- Some results on two-sided LIL behavior
- Strong approximation for moving average processes under dependence assumptions
Cited In (7)
- Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations
- Strong approximation for long memory processes with applications
- A general strong approximation theorem for the long memory process generated by \(\varphi\)-mixing sequences
- Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes
- 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
This page was built for publication: A note on the strong approximation for long memory processes and its application
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5299494)
