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February 2018 Hölderian weak invariance principle under the Maxwell and Woodroofe condition
Davide Giraudo
Braz. J. Probab. Stat. 32(1): 172-187 (February 2018). DOI: 10.1214/16-BJPS336

Abstract

We investigate the weak invariance principle in Hölder spaces under some reinforcement of the Maxwell and Woodroofe condition. Optimality of the obtained condition is established.

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Davide Giraudo. "Hölderian weak invariance principle under the Maxwell and Woodroofe condition." Braz. J. Probab. Stat. 32 (1) 172 - 187, February 2018. https://doi.org/10.1214/16-BJPS336

Information

Received: 1 November 2015; Accepted: 1 September 2016; Published: February 2018
First available in Project Euclid: 3 March 2018

zbMATH: 06973953
MathSciNet: MR3770868
Digital Object Identifier: 10.1214/16-BJPS336

Keywords: Hölder spaces , invariance principle , Martingales , strictly stationary process

Rights: Copyright © 2018 Brazilian Statistical Association

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Vol.32 • No. 1 • February 2018
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