Hölderian weak invariance principle under the Maxwell and Woodroofe condition

Davide Giraudo

doi:10.1214/16-BJPS336

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Home > Journals > Braz. J. Probab. Stat. > Volume 32 > Issue 1 > Article

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

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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

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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

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Braz. J. Probab. Stat.

Vol.32 • No. 1 • February 2018

Brazilian Statistical Association

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Davide Giraudo "Hölderian weak invariance principle under the Maxwell and Woodroofe condition," Brazilian Journal of Probability and Statistics, Braz. J. Probab. Stat. 32(1), 172-187, (February 2018)

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