THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS

DOI10.1017/S0266466602181072MaRDI QIDQ4807285zbMATH OpenOpenAlexFDO

Authors Qiying Wang, Yan-Xia Lin, Chandra M. Gulati

Publication date 18 May 2003

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466602181072

zbMATH Keywords

weak convergencetest statisticpartial sum processmartingale difference

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

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