Holderian weak invariance principle for stationary mixing sequences
Résumé
We provide some sufficient mixing conditions on a strictly stationary sequence in order to guarantee the weak invariance principle in Hölder spaces. Strong mixing, $\rho$-mixing and interlaced $\rho$-mixing conditions are investigated as well as $\tau$-dependent sequences. The main tools are moment and Fuk-Nagaev type inequalities for mixing sequences and a truncation argument.
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)