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Strong approximation for long memory processes with applications

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dc.contributor.authorWang, Qiying
dc.contributor.authorLin, Yan Xia
dc.contributor.authorGulati, Chandra M
dc.date.accessioned2015-12-13T23:14:09Z
dc.date.available2015-12-13T23:14:09Z
dc.date.issued2003
dc.date.updated2015-12-12T08:37:18Z
dc.description.abstractIn 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
dc.identifier.issn0894-9840
dc.identifier.urihttp://hdl.handle.net/1885/88466
dc.publisherPlenum Publishing Corporation
dc.sourceJournal of Theoretical Probability
dc.subjectKeywords: Darling-Erd?os type theorem; Long memory process; Strong approximation; The law of the iterated logarithm
dc.titleStrong approximation for long memory processes with applications
dc.typeJournal article
local.bibliographicCitation.lastpage389
local.bibliographicCitation.startpage377
local.contributor.affiliationWang, Qiying, College of Physical and Mathematical Sciences, ANU
local.contributor.affiliationLin, Yan Xia, University of Wollongong
local.contributor.affiliationGulati, Chandra M, University of Wollongong
local.contributor.authoruidWang, Qiying, u4039780
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.absfor010404 - Probability Theory
local.identifier.ariespublicationMigratedxPub18161
local.identifier.citationvolume16
local.identifier.doi10.1023/A:1023570510824
local.identifier.scopusID2-s2.0-0037689173
local.type.statusPublished Version

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