Central limit theorem in Hölder spaces

MaRDI QIDQ2772015zbMATH OpenFDO

Authors Charles Suquet, Alfredas Račkauskas

Publication date 18 February 2002

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

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)

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Cited in

(8)

• A general drift estimation procedure for stochastic differential equations with additive fractional noise
• Weak Hölder convergence of processes with application to the perturbed empirical process
• Lindeberg's central limit theorem à la Hausdorff
• 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.
• A Kolmogorov-Chentsov type theorem on general metric spaces with applications to limit theorems for Banach-valued processes
• Tail behavior of Hölder norms of stochastic processes and weak convergence of maxima in Hölder spaces.

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