Hölderian invariance principle for Hilbertian linear processes

DOI10.1051/ps:2008011zbMath1183.60015OpenAlexW2101779609MaRDI QIDQ5851021

Charles Suquet, Alfredas Račkauskas

Publication date: 21 January 2010

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/245371

zbMATH Keywords

functional central limit theoremlinear processpartial sums processHölder spacecentral limit theorem in Banach spaces

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (2)

On limit theorems for Banach-space-valued linear processes ⋮ Testing change in the variance with epidemic alternatives

Cites Work

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