A note on the strong approximation for long memory processes and its application

DOI10.1080/02331888.2011.629726zbMath1327.60075OpenAlexW2063169222MaRDI QIDQ5299494

Ke Ang Fu, Andrew Cheuk-Yin Ng

Publication date: 25 June 2013

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2011.629726

zbMATH Keywords

linear processlaw of the iterated logarithmlong memorystrong approximationadjusted range of partial sums

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Cites Work

• Strong approximation for moving average processes under dependence assumptions
• Strong approximation for a class of stationary processes
• Strong approximation for long memory processes with applications
• Strong invariance principles for dependent random variables
• A generalization of strassen's functional LIL
• Some results on two-sided LIL behavior
• Fractional Brownian Motions, Fractional Noises and Applications

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