Martingale approximation of the normalized integrals of processes with weak dependence

zbMATH Open1097.60020MaRDI QIDQ5487560FDOQ5487560

Authors: B. V. Bondarev, A. A. Kolosov 

Publication date: 19 September 2006

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zbMATH Keywords

rate of convergencestationary processmixing condition

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stationary stochastic processes (60G10)

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• An approximation in probability of normalized integrals of processes with weak dependence by a set of Wiener processes and its applications
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• Approximation by Wiener process of normalized integrals of processes with weak dependence
• The invariance principle for stationary processes. Estimate of the rate of convergence

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