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The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order. / Arkashov, Nikolay Sergeevich.

In: Сибирские электронные математические известия, Vol. 15, 01.01.2018, p. 1292-1300.

Research output: Contribution to journal › Article › peer-review

Harvard

Arkashov, NS 2018, 'The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order', Сибирские электронные математические известия, vol. 15, pp. 1292-1300. https://doi.org/10.17377/semi.2018.15.105

APA

Arkashov, N. S. (2018). The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order. Сибирские электронные математические известия, 15, 1292-1300. https://doi.org/10.17377/semi.2018.15.105

Vancouver

Arkashov NS. The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order. Сибирские электронные математические известия. 2018 Jan 1;15:1292-1300. doi: 10.17377/semi.2018.15.105

Author

Arkashov, Nikolay Sergeevich. / The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order. In: Сибирские электронные математические известия. 2018 ; Vol. 15. pp. 1292-1300.

BibTeX

@article{62eff62e8a9a491d960fca4229f9f388,
title = "The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order",
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 having the structure of a two-sided moving average. We study the Gaussian approximation of this process of partial sums with the aid of a certain class of Gaussian processes, and obtain estimates of the rate of convergence in the invariance principle in the Strassen form.",
keywords = "Fractal Brownian motion, Gaussian process, Invariance principle, Memory function, Moving average, Regular varying function, invariance principle, fractal Brownian motion, moving average, Gaussian process, memory function, regular varying function, ANOMALOUS DIFFUSION",
author = "Arkashov, {Nikolay Sergeevich}",
year = "2018",
month = jan,
day = "1",
doi = "10.17377/semi.2018.15.105",
language = "English",
volume = "15",
pages = "1292--1300",
journal = "Сибирские электронные математические известия",
issn = "1813-3304",
publisher = "Sobolev Institute of Mathematics",

}

RIS

TY - JOUR

T1 - The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order

AU - Arkashov, Nikolay Sergeevich

PY - 2018/1/1

Y1 - 2018/1/1

N2 - We consider the process of partial sums of moving averages of finite order with a regular varying memory function, constructed from a stationary sequence having the structure of a two-sided moving average. We study the Gaussian approximation of this process of partial sums with the aid of a certain class of Gaussian processes, and obtain estimates of the rate of convergence in the invariance principle in the Strassen form.

AB - We consider the process of partial sums of moving averages of finite order with a regular varying memory function, constructed from a stationary sequence having the structure of a two-sided moving average. We study the Gaussian approximation of this process of partial sums with the aid of a certain class of Gaussian processes, and obtain estimates of the rate of convergence in the invariance principle in the Strassen form.

KW - Fractal Brownian motion

KW - Gaussian process

KW - Invariance principle

KW - Memory function

KW - Moving average

KW - Regular varying function

KW - invariance principle

KW - fractal Brownian motion

KW - moving average

KW - Gaussian process

KW - memory function

KW - regular varying function

KW - ANOMALOUS DIFFUSION

UR - http://www.scopus.com/inward/record.url?scp=85074951185&partnerID=8YFLogxK

UR - https://www.elibrary.ru/item.asp?id=36998758

U2 - 10.17377/semi.2018.15.105

DO - 10.17377/semi.2018.15.105

M3 - Article

AN - SCOPUS:85074951185

VL - 15

SP - 1292

EP - 1300

JO - Сибирские электронные математические известия

JF - Сибирские электронные математические известия

SN - 1813-3304

ER -

ID: 22323170