Invariance principle for stochastic processes with short memory

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dc.creatorPeligrad, Magda
dc.creatorUtev, Sergey
dc.date2006-12-22
dc.date.accessioned2026-07-07T07:36:52Z
dc.date.available2026-07-07T07:36:52Z
dc.descriptionIn this paper we give simple sufficient conditions for linear type processes with short memory that imply the invariance principle. Various examples including projective criterion are considered as applications. In particular, we treat the weak invariance principle for partial sums of linear processes with short memory. We prove that whenever the partial sums of innovations satisfy the $L_p$--invariance principle, then so does the partial sums of its corresponding linear process.
dc.descriptionPublished at http://dx.doi.org/10.1214/074921706000000734 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0612707
dc.identifierhttp://arxiv.org/abs/math/0612707
dc.identifierIMS Lecture Notes Monograph Series 2006, Vol. 51, 18-32
dc.identifierdoi:10.1214/074921706000000734
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/120581
dc.subjectProbability
dc.subject60F17, 60F17 (Primary) 60K99, 60G48, 60G10 (Secondary)
dc.titleInvariance principle for stochastic processes with short memory
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