期刊名称:Latin American Journal of Probability and Mathematical Statistics
电子版ISSN:1980-0436
出版年度:2013
卷号:X
页码:107-115
出版社:Instituto Nacional De Matemática Pura E Aplicada
摘要:In this note, we prove a conditionally centered version of the quenchedweak invariance principle under the Hannan condition, for stationary processes. Inthe course, we obtain a (new) construction of the fact that any stationary processmay be seen as a functional of a Markov chain.