Strong approximation for moving average processes under dependence assumptions

DOI10.1016/S0252-9602(08)60023-5zbMath1150.60005MaRDI QIDQ933093

Degui Li, Zheng Yan Lin

Publication date: 6 August 2008

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

zbMATH Keywords

fractional Brownian motionlinear processstrong approximationlong memory processthe law of the iterated logarithm

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (2)

A note on the strong approximation for long memory processes and its application ⋮ The limit law of the iterated logarithm for linear processes

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