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math.PR2014
An invariance principle for stationary random fields under Hannan's condition
Dalibor Volný, Yizao Wang
We establish an invariance principle for a general class of stationary random fields indexed by , under Hannan's condition generalized to . To do so we fi…
math.PR2014
Convergence to the maximum process of a fractional Brownian motion with shot noise
Yizao Wang
We consider the maximum process of a random walk with additive independent noise in form of . The random walk may have dependent increments, but its sa…