The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order

Nikolay Sergeevich Arkashov

doi:10.17377/semi.2018.15.105

The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order

Nikolay Sergeevich Arkashov

Higher Mathematics Section

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Abstract

We consider the process of partial sums of moving averages of finite order with a regular varying memory function, constructed from a stationary sequence having the structure of a two-sided moving average. We study the Gaussian approximation of this process of partial sums with the aid of a certain class of Gaussian processes, and obtain estimates of the rate of convergence in the invariance principle in the Strassen form.

Translated title of the contribution	Принцип Инвариантности В Форме Штрассена Для Процессов Частных Сумм Скользящих Средних Конечного Порядка
Original language	English
Pages (from-to)	1292-1300
Number of pages	9
Journal	Сибирские электронные математические известия
Volume	15
DOIs	https://doi.org/10.17377/semi.2018.15.105
Publication status	Published - 1 Jan 2018

Keywords

invariance principle
fractal Brownian motion
moving average
Gaussian process
memory function
regular varying function
ANOMALOUS DIFFUSION

State classification of scientific and technological information

27 MATHEMATICS

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KW - Memory function

KW - Moving average

KW - Regular varying function

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KW - moving average

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KW - memory function

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KW - ANOMALOUS DIFFUSION

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The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order

Abstract

Keywords

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