Abstract
An almost sure invariance principle is proved for stationary Gaussian sequences whose covariances r(n) satisfy r(n) = O (n −1−ɛ)for some ɛ>0.
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Morrow, G.J. Invariance principles for Gaussian sequences. Z. Wahrscheinlichkeitstheorie verw Gebiete 52, 115–126 (1980). https://doi.org/10.1007/BF00531601
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DOI: https://doi.org/10.1007/BF00531601