Partial sums with data-dependent multiplier matrices admit a strong Gaussian approximation whose error is controlled by a lagged measurability condition, with a functional central limit theorem in the locally stationary case.
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Strong Gaussian approximations with random multipliers
Partial sums with data-dependent multiplier matrices admit a strong Gaussian approximation whose error is controlled by a lagged measurability condition, with a functional central limit theorem in the locally stationary case.