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arXiv · 1409.8169

Holderian weak invariance principle for stationary mixing sequences

Davide Giraudo
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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 $ρ$-mixing conditions are investigated as well as $τ$-dependent sequences. The main tools are Fuk-Nagaev type inequalities for mixing sequences and a truncation argument.

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Davide Giraudo. 2015-08-08. Holderian weak invariance principle for stationary mixing sequences. https://doi.org/10.1007/s10959-015-0633-9

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