Hölderian weak invariance principle under a Hannan type condition

DOI10.1016/j.spa.2015.09.001zbMath1329.60074arXiv1503.02567OpenAlexW1903946047MaRDI QIDQ898409

Davide Giraudo

Publication date: 8 December 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.02567

zbMATH Keywords

martingalesweak invariance principleHölder spacesstrictly stationary process

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

Related Items (6)

Testing mean changes by maximal ratio statistics ⋮ An exponential inequality for orthomartingale difference random fields and some applications ⋮ A deviation bound for α-dependent sequences with applications to intermittent maps ⋮ Weak invariance principle in some Besov spaces for stationary martingale differences ⋮ Hölderian weak invariance principle under the Maxwell and Woodroofe condition ⋮ An Exponential Inequality for $U$-Statistics of I.I.D. Data

Cites Work

• Recent advances in invariance principles for stationary sequences
• Large deviations for martingales.
• Functional central limit theorems for sums of nearly nonstationary processes
• On the weak invariance principle for non-adapted sequences under projective criteria
• ON THE MAXIMAL ERGODIC THEOREM
• Central limit theorems for time series regression
• On probability and moment inequalities for supermartingales and martingales
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