Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process
نویسندگان
چکیده
منابع مشابه
The invariance principle for linear processes with applications
Let Xt be a linear process defined by [refer paper], where [refer paper] is greater than or equal to 0 is a sequence of real numbers and (ek, k = 0, plus or minus 1, plus or minus 2, ...) is a sequence of random variables. Two basic results, on the invariance principle of the partial sum process of the Xt converging to a standard Wiener process on [0,1], are presented in this paper. In the firs...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1995
ISSN: 0304-4149
DOI: 10.1016/0304-4149(94)00082-5