English

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 ρ\rho-mixing conditions are investigated as well as τ\tau-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