The principle of invariance in the Donsker form to the partial sum processes of finite order moving averages
Nikolay Sergeevich Arkashov · Sibirskie Elektronnye Matematicheskie Izvestiya · 2019
We consider the process of partial sums of moving averages of finite order with a regular varying memory function, constructed from a stationary sequence, variance of the sum of which is a regularly varying function.We study the Gaussian approximation of this process of partial sums with the aid of a certain class of Gaussian processes, and obtain sufficient conditions for the C-convergence in the invariance principle in the Donsker form.