scientific article; zbMATH DE number 1484659

MaRDI QIDQ4493416zbMATH OpenFDO

Authors D. Hamadouche

Publication date 2 August 2001

Full work available at URL https://eudml.org/doc/48832

zbMATH Keywords

strong mixinginvariance principletightness of measuresHölder space

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

Recommendations

• Weak Hölder convergence of processes with application to the perturbed empirical process
• Holderian weak invariance principle for stationary mixing sequences
• Hölderian invariance principle for triangular arrays of random variables
• Hölderian invariance principle for linear processes
• Hölderian weak invariance principle under a Hannan type condition

Cited in

(25)

• Schauder theory in variable Hölder spaces
• Functional laws of large numbers in Hölder spaces
• Weak Hölder convergence of processes with application to the perturbed empirical process
• Functional central limit theorems for sums of nearly nonstationary processes
• Weak Hölder Convergence of Smoothed Uniform Quantile Process
• scientific article; zbMATH DE number 2118866 (Why is no real title available?)
• Reflected stochastic differential equations driven by standard and fractional Brownian motion
• Invariance principles for adaptive self-normalized partial sums processes.
• Hölderian random functions
• Hölderian weak invariance principle under a Hannan type condition
• Testing mean changes by maximal ratio statistics
• An invariance principle of Donsker type in the class of Besov-Orlicz spaces
• Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel
• Invariance principles in Besov spaces, Gaussian processes and long-range dependence
• Hölderian invariance principle for linear processes
• On Bernstein-Kantorovich invariance principle in Hölder spaces and weighted scan statistics
• Functional central limit theorems for rough volatility
• Stochastic Volterra equation driven by Wiener process and fractional Brownian motion
• Mixed stochastic differential equations: existence and uniqueness result
• Holderian weak invariance principle for stationary mixing sequences
• Hölderian invariance principle for Hilbertian linear processes
• Hölderian invariance principle for triangular arrays of random variables
• Hölder convergence of autoregression residuals partial sum processes
• Tail behavior of Hölder norms of stochastic processes and weak convergence of maxima in Hölder spaces.
• An exponential inequality for orthomartingale difference random fields and some applications

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4493416)