The enhanced strong invariance principle for the elephant random walk

Zhishui Hu and Qunqiang Feng

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 3, 834-847

Abstract: The elephant random walk (ERW) is a discrete-time random walk on Z with a memory about the whole past. It has been shown that the asymptotic behavior of the ERW depends heavily on a memory parameter 0≤p≤1. In this work, we establish the strong invariance principle for the ERW in the diffusive regime 0≤p

Date: 2024
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2022.2092749 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:53:y:2024:i:3:p:834-847

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2022.2092749

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().