Name
Title | ||
|---|---|---|
Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes |
Abstract | ||
|---|---|---|
We study the asymptotic behaviour of partial sums of long range dependent random variables and that of their counting process, together with an appropriately normalized integral process of the sum of these two processes, the so-called Vervaat process. The first two of these processes are approximated by an appropriately constructed fractional Brownian motion, while the Vervaat process in turn is approximated by the square of the same fractional Brownian motion. |
Year | DOI | Venue |
|---|---|---|
2016 | https://doi.org/10.1007/s10998-016-0135-2 | Periodica Mathematica Hungarica |
Keywords | Field | DocType |
Long range dependence,Linear process,Partial sums,Vervaat-type processes,Strong approximation,Fractional Brownian motion,Primary 60F15,Secondary 60F17,60G22 | Random variable,Normalization (statistics),Series (mathematics),Counting process,Mathematical analysis,Linear process,Long range dependent,Fractional Brownian motion,Long memory,Mathematics | Journal |
Volume | Issue | Citations |
73 | 2 | 0 |
PageRank | References | Authors |
0.34 | 0 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| endre csaki | 1 | 0 | 0.34 |
| miklos csorgo | 2 | 0 | 0.34 |
| Rafal Kulik | 3 | 36 | 3.40 |