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This article is cited in 1 scientific paper (total in 1 paper)
Probability theory and mathematical statistics
The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order
N. S. Arkashovab a Novosibirsk State Technical University,
K. Marx pr., 20,
630073, Novosibirsk, Russia
b Novosibirsk State University,
Pirogova st., 2,
630090, Novosibirsk, Russia
Abstract:
We consider the process of partial sums of moving averages of finite order with a regular varying memory function, constructed from a stationary sequence having the structure of a two-sided moving average. We study the Gaussian approximation of this process of partial sums with the aid of a certain class of Gaussian processes, and obtain estimates of the rate of convergence in the invariance principle in the Strassen form.
Keywords:
invariance principle, fractal Brownian motion, moving average, Gaussian process, memory function, regular varying function.
Received November 8, 2017, published October 26, 2018
Citation:
N. S. Arkashov, “The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order”, Sib. Èlektron. Mat. Izv., 15 (2018), 1292–1300
Linking options:
https://www.mathnet.ru/eng/semr996 https://www.mathnet.ru/eng/semr/v15/p1292
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Abstract page: | 229 | Full-text PDF : | 59 | References: | 27 |
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