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Sibirskii Matematicheskii Zhurnal, 2010, Volume 51, Number 6, Pages 1201–1214 (Mi smj2155)  
A new sufficient condition in the invariance principle for the partial sum processes of moving averages

N. S. Arkashov

Novosibirsk State Technical University, Novosibirsk
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Abstract: We obtain a new sufficient condition for the $C$-convergence of distributions of the partial sum processes of moving averages to the distribution of a Wiener process in the metric space $D[0,1]$ with the Skorokhod metric.
Keywords: invariance principle, moving averages, $C$-convergence.
Received: 02.12.2008
Revised: 17.06.2010
English version:
Siberian Mathematical Journal, 2010, Volume 51, Issue 6, Pages 949–961
DOI: https://doi.org/10.1007/s11202-010-0094-4
Bibliographic databases:
Document Type: Article
UDC: 519.214.5
Language: Russian
Citation: N. S. Arkashov, “A new sufficient condition in the invariance principle for the partial sum processes of moving averages”, Sibirsk. Mat. Zh., 51:6 (2010), 1201–1214; Siberian Math. J., 51:6 (2010), 949–961
Citation in format AMSBIB
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    		Сибирский математический журнал Siberian Mathematical Journal
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