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Strong approximation for long memory processes with applications
- 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