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Strong Approximation for Long Memory Processes with Applications |
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| Authors: | Qiying Wang Yan-Xia Lin Chandra M Gulati |
| Institution: | (1) CMA, Mathematical Sciences Institute, Australian National University, Australian Capital Territory, 0200, Australia;(2) School of Mathematics and Applied Statistics, University of Wollongong, Wollongong, New South Wales, 2522, Australia |
| Abstract: | In this paper we inverstigate the strong approximation of a linear process with long memory to a Gaussian process. The results are then applied to derive the law of the iterated logarithm and Darling–Erd s type theorem for long memory processes under ideal conditions. |
| Keywords: | long memory process strong approximation the law of the iterated logarithm Darling– Erd |
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