Acta mathematica scientia,Series A

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Strong Approximations of Linear Processes

Lu Chuanrong; Qiu Jin   

  1. School of Mathematics and Statistics, Zhejiang University of Finance and Economics, Hangzhou 310018;
    Department of Mathematics, Zhejiang University, Hangzhou 310028
  • Received:2005-10-08 Revised:2006-04-06 Online:2007-04-25 Published:2007-04-25
  • Contact: Lu Chuanrong

Abstract: In this paper, the authors establish a functional law of iterated logarithm and strong approximations for linear processes generated by a sequence of i.i.d. random variables.

Key words: Linear processes, Strong approximations, Wiener processes

CLC Number: 

  • 60F15
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