Weak convergence of summation processes in Besov spaces

• Autorzy: Bruno Morel
• Języki publikacji: EN

Abstrakty

EN

We prove invariance principles for partial sum processes in Besov spaces. This functional framework allows us to give a unified treatment of the step process and the smoothed process in the same parametric scale of function spaces. Our functional central limit theorems in Besov spaces hold for i.i.d. sequences and also for a large class of weakly dependent sequences.

Kategorie tematyczne

• 60F17: Functional limit theorems; invariance principles
• 46E35: Sobolev spaces and other spaces of ``smooth'' functions, embedding theorems, trace theorems
• 60G17: Sample path properties

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Studia Mathematica
• Rocznik: 2004
• Tom: 165
• Numer: 1
• Strony: 19-37

Daty

wydano

2004

Twórcy

autor

Bruno Morel

• Laboratoire de Statistique et de Probabilités, F.R.E. CNRS 2222, Bât. M2, U.F.R. de Mathématiques, Université des Sciences et Technologies de Lille, F-59655 Villeneuve d'Ascq Cedex, France

Identyfikatory

DOI

10.4064/sm165-1-2