Gaussian approximation to the partial sum processes of moving averages.
Sibirskij Matematicheskij Zhurnal (2004)
- Volume: 45, Issue: 6, page 1221-1255
- ISSN: 0037-4474
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topArkashov, N.S., and Borisov, I.S.. "Gaussian approximation to the partial sum processes of moving averages.." Sibirskij Matematicheskij Zhurnal 45.6 (2004): 1221-1255. <http://eudml.org/doc/52620>.
@article{Arkashov2004,
author = {Arkashov, N.S., Borisov, I.S.},
journal = {Sibirskij Matematicheskij Zhurnal},
keywords = {partial sums of moving averages; stationary process; fractional Brownian motion; invariance principe; Hurst parameter},
language = {eng},
number = {6},
pages = {1221-1255},
publisher = {Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki},
title = {Gaussian approximation to the partial sum processes of moving averages.},
url = {http://eudml.org/doc/52620},
volume = {45},
year = {2004},
}
TY - JOUR
AU - Arkashov, N.S.
AU - Borisov, I.S.
TI - Gaussian approximation to the partial sum processes of moving averages.
JO - Sibirskij Matematicheskij Zhurnal
PY - 2004
PB - Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki
VL - 45
IS - 6
SP - 1221
EP - 1255
LA - eng
KW - partial sums of moving averages; stationary process; fractional Brownian motion; invariance principe; Hurst parameter
UR - http://eudml.org/doc/52620
ER -
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