On the optimality of strong approximation rates for compound renewal processes

Josef Steinebach

Statistics & Probability Letters, 1988, vol. 6, issue 4, 263-267

Abstract: The optimality of certain approximation rates appearing in strong invariance principles for partial sums indexed by a renewal process is discussed. The results extend and unify earlier work on the best rates in the invariance principles for renewal counting processes. The motivation for this note came from a recent approximation of compound renewal processes due to Csörgo, Deheuvels and Horváth (1987), which is presented here in a slightlty extended version.

Keywords: compound; renewal; processes; Wiener; process; strong; invariance; principles; optimal; approximation; rates (search for similar items in EconPapers)
Date: 1988
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