Реферат: A class of partial sum processes based on a sequence of observations having the structure of finite-order moving averages is studied. The random component of this sequence is formed using a heterogeneous process in discrete time, while the non-random component is formed using a regularly varying function at infinity. The heterogeneous process with discrete time is defined as a power transform of partial sums of a certain stationary sequence. An approximation of the random processes from the above-mentioned class is studied by random processes defined as the convolution of a power transform of the fractional Brownian motion with a power function. Sufficient conditions for C-convergence in the Donsker invariance principle are obtained.

Библиографическая ссылка: Arkashov N.S.
Limit Theorems for Partial Sum Processes of Moving Averages Based on Heterogeneous Processes
Siberian Advances in Mathematics. 2024. V.34. N3. P.175-186. DOI: 10.1134/s1055134424030015 Scopus РИНЦ OpenAlex

Оригинальная: Аркашов Н.С.
О предельных теоремах для процессов частичных сумм скользящих средних, сформированных по гетерогенным процессам
Математические труды. 2024. Т.27. №2. С.5–25. DOI: 10.25205/1560-750X-2024-27-2-5-25 РИНЦ

Даты:

Поступила в редакцию:	15 мая 2024 г.
Принята к публикации:	13 июн. 2024 г.
Опубликована в печати:	18 сент. 2024 г.
Опубликована online:	18 сент. 2024 г.

Идентификаторы БД:

Scopus:	2-s2.0-85204307061
РИНЦ:	69201088
OpenAlex:	W4402631827

Цитирование в БД: Пока нет цитирований

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