Almost Sure Invariance Principles for Continuous Parameter Stochastic Processes,
NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS
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In Philipp and Stout 1974a, University of Illinois preprint almost sure invariance principles are established for certain discrete parameter stochastic processes. This work is summarized in Philipp and Stout 1974b, University of North Carolina Department of Statistics Mimeo Series No. 950. These results of Philipp and Stout can be extended in a straightforward manner to continuous parameter stochastic processes. This is carried out in this paper for processes whose increments are either jointly Gaussian or phi-mixing.
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