Strong approximation for moving average processes under dependence assumptions

DOI10.1016/S0252-9602(08)60023-5zbMATH Open1150.60005MaRDI QIDQ933093FDOQ933093

Authors: Degui Li, Zhengyan Lin 

Publication date: 6 August 2008

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

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zbMATH Keywords

fractional Brownian motionstrong approximationlong memory processlinear processthe law of the iterated logarithm

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cited In (6)

• Title not available (Why is that?)
• Strong approximation for long memory processes with applications
• Gaussian approximation to the partial sum processes of moving averages
• A note on the strong approximation for long memory processes and its application
• A general strong approximation theorem for the long memory process generated by \(\varphi\)-mixing sequences
• The limit law of the iterated logarithm for linear processes

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