On limit theorems for partial sum processes of moving averages constructed on the basis of heterogeneous processes
Matematičeskie trudy, Tome 27 (2024) no. 2, pp. 5-25 Cet article a éte moissonné depuis la source Math-Net.Ru

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A class of partial sum processes constructed on the basis of a sequence of observations having the structure of finite-order moving averages is studied. The random component of this sequence is formed using a heterogeneous process in discrete time, while the non-random component is formed using a regularly varying function at infinity. The discrete time heterogeneous process is defined as a power transform of partial sums of a certain stationary sequence. The approximation of processes of the mentioned class by processes defined as the convolution of a power transform of the fractional Brownian motion with a power function is studied. Sufficient conditions for $C$-convergence in the invariance principle in Donsker form are established.
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N. S. Arkashov. On limit theorems for partial sum processes of moving averages constructed on the basis of heterogeneous processes. Matematičeskie trudy, Tome 27 (2024) no. 2, pp. 5-25. http://geodesic.mathdoc.fr/item/MT_2024_27_2_a0/

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