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math.PROct 1, 2015
4
citations (OpenAlex)
authors
  • Davide Giraudo
institutions
  • Laboratoire de Mathématiques Raphaël Salem
arXiv abstractPDF
paper

H{ö}lderian weak invariance principle under Maxwell and Woodroofe condition

arXiv:1510.01459 · doi:10.1214/16-BJPS336

Abstract

We investigate the weak invariance principle in H{ö}lder spaces under some reinforcement of the Maxwell and Woodroofe condition.

References in corpus (7)

  • A new maximal inequality and invariance principle for stationary sequences
  • Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
  • On martingale approximations and the quenched weak invariance principle
  • Comparison between criteria leading to the weak invariance principle
  • Independence of Four Projective Criteria for the Weak Invariance Principle
  • Holderian weak invariance principle under a Hannan type condition
  • Limit theorems under the Maxwell-Woodroofe condition in Banach spaces
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