THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS
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: Econometric Theory
سال: 2002
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466602181072