Strong approximation for moving average processes under dependence assumptions
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Publication:933093
DOI10.1016/S0252-9602(08)60023-5zbMath1150.60005MaRDI QIDQ933093
Publication date: 6 August 2008
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
fractional Brownian motion; linear process; strong approximation; long memory process; the law of the iterated logarithm
60F05: Central limit and other weak theorems