Strong approximation for moving average processes under dependence assumptions

DOI10.1016/S0252-9602(08)60023-5MaRDI QIDQ933093zbMATH OpenFDO

Authors Degui Li, Zhengyan Lin

Publication date 6 August 2008

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

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)

Recommendations

• A general strong approximation theorem for the long memory process generated by \(\varphi\)-mixing sequences
• Strong approximation for long memory processes with applications
• A note on the strong approximation for long memory processes and its application
• Gaussian approximation to the partial sum processes of moving averages
• Functional limit theorem for moving average processes generated by dependent random vari\-ables

Cited in

(6)

• scientific article; zbMATH DE number 5952585 (Why is no real title available?)
• 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

This page was built for publication: Strong approximation for moving average processes under dependence assumptions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q933093)