Journal
JOURNAL OF THEORETICAL PROBABILITY
Volume 16, Issue 2, Pages 377-389Publisher
KLUWER ACADEMIC/PLENUM PUBL
DOI: 10.1023/A:1023570510824
Keywords
Long memory process; strong approximation; the law of the iterated logarithm; Darling-Erdos type theorem
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In this paper we inverstigate the strong approximation of a linear process with long memory to a Gaussian process. The results are then applied to derive the law of the iterated logarithm and Darling-Erdos type theorem for long memory processes under ideal conditions.
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