Holderian weak invariance principle for stationary mixing sequences
classification
🧮 math.PR
keywords
mixingsequencesconditionsinvarianceprinciplestationaryweakargument
read the original 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 $\rho$-mixing conditions are investigated as well as $\tau$-dependent sequences. The main tools are Fuk-Nagaev type inequalities for mixing sequences and a truncation argument.
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