Holderian Weak Invariance Principle for Stationary Mixing Sequences

被引：5

作者：

Giraudo, Davide ^{[1
]}

机构：

[1] Univ Rouen, LMRS, Ave Univ,BP 12, F-76801 St Etienne, France

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2017年 / 30卷 / 01期

关键词：

Invariance principle; Mixing conditions; Strictly stationary process; CENTRAL-LIMIT-THEOREM; INEQUALITIES;

D O I：

10.1007/s10959-015-0633-9

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 provide some sufficient mixing conditions on a strictly stationary sequence in order to guarantee the weak invariance principle in Holder spaces. Strong mixing and -mixing conditions are investigated as well as -dependent sequences. The main tools are deviation inequalities for mixing sequences.

引用

页码：196 / 211

页数：16

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