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Strong approximation for long memory processes with applications

Authors :
Wang, Qiying
Lin, Yan Xia
Gulati, Chandra M
Wang, Qiying
Lin, Yan Xia
Gulati, Chandra M
Source :
Journal of Theoretical Probability
Publication Year :
2003

Abstract

In this paper we inverstigate the strong approximation of a linear process with long memory to a Gaussian process. The results are then applied to derive the law of the iterated logarithm and Darling-Erd″os type theorem for long memory processes under i

Details

Database :
OAIster
Journal :
Journal of Theoretical Probability
Publication Type :
Electronic Resource
Accession number :
edsoai.on1291815895
Document Type :
Electronic Resource