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A note on the strong approximation for long memory processes and its application |
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| Authors: | Ke-Ang Fu Andrew Cheuk-Yin Ng |
| Institution: | 1. School of Statistics and Mathematics , Zhejiang Gongshang University , Hangzhou , 310018 , People's Republic of China fukeang@hotmail.com;3. Department of Finance , The Chinese University of Hong Kong , Shatin , N.T. , Hong Kong |
| Abstract: | |
| Keywords: | law of the iterated logarithm linear process long memory strong approximation the adjusted range of partial sums |