Mathematics – Probability
Scientific paper
2012-02-22
Mathematics
Probability
Scientific paper
In this note, we prove a conditionally centered version of the quenched weak
invariance principle under the Hannan condition, for stationary processes. In
the course, we obtain a (new) construction of the fact that any stationary
process may be seen as a functional of a Markov chain.
Cuny Christophe
Volný Dalibor
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