Convergence and convergence rate to fractional Brownian motion for weighted random sums.

Konstantopoulos, Takis, and Sakhanenko, A.I.. "Convergence and convergence rate to fractional Brownian motion for weighted random sums.." Sibirskie Ehlektronnye Matematicheskie Izvestiya [electronic only] 1 (2004): 47-63. <http://eudml.org/doc/52023>.

@article{Konstantopoulos2004,
author = {Konstantopoulos, Takis, Sakhanenko, A.I.},
journal = {Sibirskie Ehlektronnye Matematicheskie Izvestiya [electronic only]},
keywords = {sums of weighted i.i.d. random variables; Komlos-Major-Tusnady strong approximations method},
language = {eng},
pages = {47-63},
publisher = {Institut Matematiki Im. S.L. Soboleva, SO RAN},
title = {Convergence and convergence rate to fractional Brownian motion for weighted random sums.},
url = {http://eudml.org/doc/52023},
volume = {1},
year = {2004},
}

TY - JOUR
AU - Konstantopoulos, Takis
AU - Sakhanenko, A.I.
TI - Convergence and convergence rate to fractional Brownian motion for weighted random sums.
JO - Sibirskie Ehlektronnye Matematicheskie Izvestiya [electronic only]
PY - 2004
PB - Institut Matematiki Im. S.L. Soboleva, SO RAN
VL - 1
SP - 47
EP - 63
LA - eng
KW - sums of weighted i.i.d. random variables; Komlos-Major-Tusnady strong approximations method
UR - http://eudml.org/doc/52023
ER -