Holderian weak invariance principle under the Maxwell and Woodroofe condition

被引：1

作者：

Giraudo, Davide ^{[1
]}

机构：

[1] Univ Rouen, Normandie Univ, Lab Math Raphael Salem, UMR 6085, Ave Univ,BP 12, F-76801 St Etienne Du Rouvray, France

来源：

BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS | 2018年 / 32卷 / 01期

关键词：

Invariance principle; martingales; Holder spaces; strictly stationary process; CENTRAL LIMIT-THEOREMS; INEQUALITIES; CRITERIA; MAXIMUM; SUMS;

D O I：

10.1214/16-BJPS336

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We investigate the weak invariance principle in Holder spaces under some reinforcement of the Maxwell andWoodroofe condition. Optimality of the obtained condition is established.

引用

页码：172 / 187

页数：16

共 31 条

[1] Holderian weak invariance principle under a Hannan type condition
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STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2016, 126 (01) : 290 - 311
[2] Holderian Weak Invariance Principle for Stationary Mixing Sequences
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[3] INVARIANCE PRINCIPLES UNDER THE MAXWELL-WOODROOFE CONDITION IN BANACH SPACES
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[4] Holderian Weak Invariance Principle for Stationary Mixing Sequences
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[5] Holderian invariance principle for linear processes
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[9] A NEW CONDITION FOR THE INVARIANCE PRINCIPLE FOR STATIONARY RANDOM FIELDS
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[10] ON MARTINGALE APPROXIMATIONS AND THE QUENCHED WEAK INVARIANCE PRINCIPLE
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