Holderian weak invariance principle for stationary mixing sequences

Abstract

We provide some sufficient mixing conditions on a strictly stationary sequence in order to guarantee the weak invariance principle in Hölder spaces. Strong mixing and $\rho$-mixing conditions are investigated as well as $\tau$-dependent sequences. The main tools are Fuk-Nagaev type inequalities for mixing sequences and a truncation argument.

14 pages

References in corpus (1)

• The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution

Cited by in corpus (1)

• Weak invariance principle in Besov spaces for stationary martingale differences