Hölderian weak invariance principle under the Maxwell and Woodroofe condition

DOI10.1214/16-BJPS336zbMATH Open1401.60052arXiv1510.01459MaRDI QIDQ1994033FDOQ1994033

Authors: Davide Giraudo 

Publication date: 6 November 2018

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Abstract: We investigate the weak invariance principle in H{"o}lder spaces under some reinforcement of the Maxwell and Woodroofe condition.

Full work available at URL: https://arxiv.org/abs/1510.01459

zbMATH Keywords

martingalesinvariance principlestrictly stationary processHölder spaces

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

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Cited In (3)

• Hölderian weak invariance principle under a Hannan type condition
• An exponential inequality for orthomartingale difference random fields and some applications
• Testing mean changes by maximal ratio statistics

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