Geodesic
The principle of invariance in the Donsker form to the partial sum processes of finite order moving averages
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 16 (2019), pp. 1276-1288

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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.
Keywords: invariance principle, fractal Brownian motion, moving average, Gaussian process, memory function, regular varying function. 
N. S. Arkashov. The principle of invariance in the Donsker form to the partial sum processes of finite order moving averages. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 16 (2019), pp. 1276-1288. http://geodesic.mathdoc.fr/item/SEMR_2019_16_a40/
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