论文标题

Donsker形式中不变的原则,以迁移有限订单的部分总和流程

The principle of invariance in the Donsker form to the partial sum processes of finite order moving averages

论文作者

Arkashov, N. S.

论文摘要

我们考虑具有常规变化的内存函数的有限顺序移动平均值的部分总和,该过程是根据固定序列构建的,其总和的差异是定期变化的函数。我们借助一定类别的高斯过程研究了这种部分总和的高斯近似

We consider the process of partial sums of moving averages of finite order with a regular varying memory function, constructed from a stationary sequence, variance of the sum of which is a regularly varying function. We study the Gaussian approximation of this process of partial sums with the aid of a certain class of Gaussian processes, and obtain sufficient conditions for the $C$-convergence in the invariance principle in the Donsker form

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