Hölderian weak invariance principle under the Maxwell and Woodroofe condition
| Autor: | Davide Giraudo |
|---|---|
| Přispěvatelé: | Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS) |
| Jazyk: | angličtina |
| Rok vydání: | 2018 |
| Předmět: |
Statistics and Probability
Statistics::Theory Mathematics::Dynamical Systems Invariance principle 010102 general mathematics Mathematics::Analysis of PDEs Hölder spaces Physics::Data Analysis Physics::Classical Physics 01 natural sciences [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 010104 statistics & probability Mathematics::Probability Strictly stationary sequences martingales 0101 mathematics Martingale approximation strictly stationary process Mathematics - Probability Mathematics Mathematical physics |
| Zdroj: | Braz. J. Probab. Stat. 32, no. 1 (2018), 172-187 Brazilian Journal of Probability and Statistics Brazilian Journal of Probability and Statistics, São Paulo, SP : Associação Brasileira de Estatística, 2018, 32 (1), pp.172-187. ⟨10.1214/16-BJPS336⟩ |
| ISSN: | 0103-0752 2317-6199 |
| DOI: | 10.1214/16-BJPS336⟩ |
| Popis: | 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. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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