Holderian Weak Invariance Principle for Stationary Mixing Sequences

Davide Giraudo ()
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Davide Giraudo: Université de Rouen

Journal of Theoretical Probability, 2017, vol. 30, issue 1, 196-211

Abstract: 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 $$\rho $$ ρ -mixing conditions are investigated as well as $$\tau $$ τ -dependent sequences. The main tools are deviation inequalities for mixing sequences.

Keywords: Invariance principle; Mixing conditions; Strictly stationary process; 60F05; 60F17 (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s10959-015-0633-9

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