Holderian weak invariance principle for stationary mixing sequences
Probability
2017-04-28 v3
Abstract
We provide some sufficient mixing conditions on a strictly stationary sequence in order to guarantee the weak invariance principle in H\"older spaces. Strong mixing and -mixing conditions are investigated as well as -dependent sequences. The main tools are Fuk-Nagaev type inequalities for mixing sequences and a truncation argument.
Keywords
Cite
@article{arxiv.1409.8169,
title = {Holderian weak invariance principle for stationary mixing sequences},
author = {Davide Giraudo},
journal= {arXiv preprint arXiv:1409.8169},
year = {2017}
}
Comments
14 pages