A note on the strong approximation for long memory processes and its application
From MaRDI portal
(Redirected from Publication:5299494)
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
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
(8)- Strong approximation for long memory processes with applications
- Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes
- Strong approximation for cross-covariances of linear variables with long-range dependence
- A general law of precise asymptotics for long memory processes
- Long memory process and heavy-tailed distribution
- Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations
- A general strong approximation theorem for the long memory process generated by \(\varphi\)-mixing sequences
- Strong approximation for moving average processes under dependence assumptions
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)
