Split invariance principles for stationary processes

István Berkes; Siegfried Hörmann; Johannes Schauer

Split invariance principles for stationary processes

István Berkes, Siegfried Hörmann, Johannes Schauer

Institute of Statistics (5060)

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	2441-2473
Journal	The Annals of Probability
Volume	39
Issue number	6
Publication status	Published - 2011

Fields of Expertise

Information, Communication & Computing

Treatment code (Nähere Zuordnung)

Basic - Fundamental (Grundlagenforschung)

Cite this

@article{05eb34e80f554209bac9ba4c862250cd,

title = "Split invariance principles for stationary processes",

author = "Istv{\'a}n Berkes and Siegfried H{\"o}rmann and Johannes Schauer",

year = "2011",

language = "English",

volume = "39",

pages = "2441--2473",

journal = "The Annals of Probability",

issn = "2168-894X",

publisher = "Institute of Mathematical Statistics",

number = "6",

}

TY - JOUR

T1 - Split invariance principles for stationary processes

AU - Berkes, István

AU - Hörmann, Siegfried

AU - Schauer, Johannes

PY - 2011

Y1 - 2011

UR - http://projecteuclid.org/DPubS?verb=Display&version=1.0&service=UI&handle=euclid.aop/1321539125&page=record

M3 - Article

SN - 2168-894X

VL - 39

SP - 2441

EP - 2473

JO - The Annals of Probability

JF - The Annals of Probability

IS - 6

ER -

Split invariance principles for stationary processes

Fields of Expertise

Treatment code (Nähere Zuordnung)

Other files and links

Asymptotic and Statistical Analysis of Time Series in Economy and Finance

Cite this

Split invariance principles for stationary processes

Fields of Expertise

Treatment code (Nähere Zuordnung)

Other files and links

Projects

Asymptotic and Statistical Analysis of Time Series in Economy and Finance

Cite this