Hölderian weak invariance principle under the Maxwell and Woodroofe condition

DOI10.1214/16-BJPS336zbMath1401.60052arXiv1510.01459MaRDI QIDQ1994033

Davide Giraudo

Publication date: 6 November 2018

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

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

zbMATH Keywords

martingalesHölder spacesinvariance principlestrictly stationary process

Mathematics Subject Classification ID

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

Related Items (2)

Testing mean changes by maximal ratio statistics ⋮ An exponential inequality for orthomartingale difference random fields and some applications

Cites Work

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