Strong approximation for long memory processes with applications

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

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Strong approximation for long memory processes with applications

Date

2003

Authors

Wang, Qiying

Lin, Yan Xia

Gulati, Chandra M

Publisher

Plenum Publishing Corporation

Abstract

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