Central limit theorem in Hölder spaces

zbMATH Open0985.60003MaRDI QIDQ2772015FDOQ2772015

Authors: Charles Suquet, Alfredas Račkauskas 

Publication date: 18 February 2002

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

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zbMATH Keywords

characteristic empirical processCiesielski's isomorphismsFaber-Schauder triangular functionsweak Hölder convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sample path properties (60G17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cited In (8)

• Weak Hölder convergence of processes with application to the perturbed empirical process
• Approximation of stationary solutions to SDEs driven by multiplicative fractional noise
• Random fields and central limit theorem in some generalized Hölder spaces
• Central limit theorem for Hölder processes on \(\mathbb R^m\)-unit cube.
• Tail behavior of Hölder norms of stochastic processes and weak convergence of maxima in Hölder spaces.
• A general drift estimation procedure for stochastic differential equations with additive fractional noise
• A Kolmogorov-Chentsov type theorem on general metric spaces with applications to limit theorems for Banach-valued processes
• Lindeberg's central limit theorem à la Hausdorff

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