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arXiv · 2206.12589

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

N. S. Arkashov
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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, variance of the sum of which is a regularly varying function. We study the Gaussian approximation of this process of partial sums with the aid of a certain class of Gaussian processes, and obtain sufficient conditions for the $C$-convergence in the invariance principle in the Donsker form

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N. S. Arkashov. 2022-06-25. The principle of invariance in the Donsker form to the partial sum processes of finite order moving averages. https://doi.org/10.33048/semi.2019.16.088

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