Strong approximation for a class of stationary processes

Strong approximation for sums of a class of stationary processes with optimal bound is established. The main tools are m-dependent approximation and block techniques. Some previous results are improved.

MoreLess

Year of publication:	2009
Authors:	Liu, Weidong ; Lin, Zhengyan
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 119.2009, 1, p. 249-280
Publisher:	Elsevier
Keywords:	Causal process Strong invariance principle m-dependent approximation

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874838