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Strong approximation for long memory processes with applications

Wang, Qiying; Lin, Yan Xia; Gulati, Chandra M

Description

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

CollectionsANU Research Publications
Date published: 2003
Type: Journal article
URI: http://hdl.handle.net/1885/88466
Source: Journal of Theoretical Probability
DOI: 10.1023/A:1023570510824

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