Almost Sure Invariance Principles for Continuous Parameter Stochastic Processes,
Abstract
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.
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1974
- Accession Number
- ADA001803
Entities
People
- Walter Philipp
- William F. Stout
Organizations
- University of North Carolina at Chapel Hill