Hölderian weak invariance principle under a Hannan type condition

DOI10.1016/j.spa.2015.09.001zbMath1329.60074arXiv1503.02567OpenAlexW1903946047MaRDI QIDQ898409

Davide Giraudo

Publication date: 8 December 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.02567

zbMATH Keywords

martingalesweak invariance principleHölder spacesstrictly stationary process

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

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