Geodesic
On random broken lines weakly converging to fractional Ornstein--Uhlenbeck process
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 6, Tome 298 (2003), pp. 134-149

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The behavior of sequences of continuous broken lines corresponding to sums of stationary sequences is studied. Conditions of weak convergence of distributions of these broken lines to Gaussian processes of Ornstein–Uhlenbeck type and fractional Brownian movement type are established. 
@article{ZNSL_2003_298_a7,
     author = {A. V. Liber and O. V. Rusakov},
     title = {On random broken lines weakly converging to fractional {Ornstein--Uhlenbeck} process},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {134--149},
     publisher = {mathdoc},
     volume = {298},
     year = {2003},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2003_298_a7/}
}
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A. V. Liber; O. V. Rusakov. On random broken lines weakly converging to fractional Ornstein--Uhlenbeck process. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 6, Tome 298 (2003), pp. 134-149. http://geodesic.mathdoc.fr/item/ZNSL_2003_298_a7/