A new sufficient condition in the invariance principle for the partial sum processes of moving averages

被引：0

作者：

N.S. Arkashov

机构：

[1] Novosibirsk State Technical University,

来源：

Siberian Mathematical Journal | 2010年 / 51卷

关键词：

invariance principle; moving averages; -convergence;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We obtain a new sufficient condition for the C-convergence of distributions of the partial sum processes of moving averages to the distribution of a Wiener process in the metric space D[0,1] with the Skorokhod metric.

引用

页码：949 / 961

页数：12

共 7 条

[1] A NEW SUFFICIENT CONDITION IN THE INVARIANCE PRINCIPLE FOR THE PARTIAL SUM PROCESSES OF MOVING AVERAGES
Arkashov, N. S.
SIBERIAN MATHEMATICAL JOURNAL, 2010, 51 (06) : 949 - 961
[2] THE PRINCIPLE OF INVARIANCE IN THE STRASSEN FORM TO THE PARTIAL SUM PROCESSES OF MOVING AVERAGES OF FINITE ORDER
Arkashov, Nikolay Sergeevich
SIBERIAN ELECTRONIC MATHEMATICAL REPORTS-SIBIRSKIE ELEKTRONNYE MATEMATICHESKIE IZVESTIYA, 2018, 15 : 1292 - 1300
[3] THE PRINCIPLE OF INVARIANCE IN THE DONSKER FORM TO THE PARTIAL SUM PROCESSES OF FINITE ORDER MOVING AVERAGES
Arkashov, N. S.
SIBERIAN ELECTRONIC MATHEMATICAL REPORTS-SIBIRSKIE ELEKTRONNYE MATEMATICHESKIE IZVESTIYA, 2019, 16 : 1276 - 1288
[4] Limit Theorems for Partial Sum Processes of Moving Averages Based on Heterogeneous Processes
N. S. Arkashov
Siberian Advances in Mathematics, 2024, 34 (3) : 175 - 186
[5] MOVING SUM DATA SEGMENTATION FOR STOCHASTIC PROCESSES BASED ON INVARIANCE
Kirch, Claudia
Klein, Philipp
STATISTICA SINICA, 2023, 33 (02) : 873 - 892
[6] A NEW CONDITION FOR THE INVARIANCE PRINCIPLE FOR STATIONARY RANDOM FIELDS
Wang, Yizao
Woodroofe, Michael
STATISTICA SINICA, 2013, 23 (04) : 1673 - 1696
[7] EXTENDING LA SALLE'S INVARIANCE PRINCIPLE FOR A CLASS OF NONAUTONOMOUS SYSTEMS TO A SUFFICIENT RANK CONDITION
Androulidakis, Evangelos A.
Alexandridis, Antonio T.
2014 6TH INTERNATIONAL SYMPOSIUM ON COMMUNICATIONS, CONTROL AND SIGNAL PROCESSING (ISCCSP), 2014, : 620 - 623

← 1 →