Translated title of the contributionThe principle of invariance in the Donsker form to the partial sum processes of finite order moving averages
Original languageRussian
Article number85
Pages (from-to)1276-1288
Number of pages13
JournalSiberian Electronic Mathematical Reports
Volume16
DOIs
Publication statusPublished - 2019

    Research areas

  • Fractal Brownian motion, Gaussian process, Invariance principle, Memory function, Moving average, Regular varying function

    OECD FOS+WOS

  • 1.01 MATHEMATICS

    State classification of scientific and technological information

  • 27 MATHEMATICS

ID: 35706287