The invariance principle for stationary processes. Estimate of the rate of convergence

zbMATH Open1097.60021MaRDI QIDQ5487535FDOQ5487535

Authors: B. V. Bondarev, E. E. Kovtun 

Publication date: 19 September 2006

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zbMATH Keywords

Wiener processmartingale

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (5)

• Modified Lindley process with replacement: dynamic behavior, asymptotic decomposition and applications
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• Mixing ``in the sense of Ibragimov. Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of Wiener processes. Some applications. II
• Martingale approximation of the normalized integrals of processes with weak dependence

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