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