Holderian weak invariance principle for stationary mixing sequences

DOI10.1007/S10959-015-0633-9zbMATH Open1370.60058arXiv1409.8169OpenAlexW3102484063MaRDI QIDQ521965FDOQ521965

Davide Giraudo

Publication date: 12 April 2017

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: We provide some sufficient mixing conditions on a strictly stationary sequence in order to guarantee the weak invariance principle in H"older spaces. Strong mixing and $ho$-mixing conditions are investigated as well as $au$-dependent sequences. The main tools are Fuk-Nagaev type inequalities for mixing sequences and a truncation argument.

Full work available at URL: https://arxiv.org/abs/1409.8169

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zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDlder+space&go=Go H��lder space]mixing conditionsstrictly stationary processweak invariance principle

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 (8)

• Weak invariance principle in some Besov spaces for stationary martingale differences
• 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
• A deviation bound for α-dependent sequences with applications to intermittent maps
• Hölderian weak invariance principle under the Maxwell and Woodroofe condition
• An Exponential Inequality for $U$-Statistics of I.I.D. Data
• Title not available (Why is that?)

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