Necessary and Sufficient Condition for the Functional Central Limit Theorem in Hölder Spaces
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DOI: 10.1023/B:JOTP.0000020482.66224.6c
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References listed on IDEAS
- Kuelbs, J., 1973. "The invariance principle for Banach space valued random variables," Journal of Multivariate Analysis, Elsevier, vol. 3(2), pages 161-172, June.
- Rackauskas, Alfredas & Suquet, Charles, 2001. "Invariance principles for adaptive self-normalized partial sums processes," Stochastic Processes and their Applications, Elsevier, vol. 95(1), pages 63-81, September.
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Cited by:
- Davide Giraudo, 2017. "Holderian Weak Invariance Principle for Stationary Mixing Sequences," Journal of Theoretical Probability, Springer, vol. 30(1), pages 196-211, March.
- Blanka Horvath & Antoine Jacquier & Aitor Muguruza & Andreas Søjmark, 2024. "Functional central limit theorems for rough volatility," Finance and Stochastics, Springer, vol. 28(3), pages 615-661, July.
- Horvath, Blanka & Jacquier, Antoine & Muguruza, Aitor & Søjmark, Andreas, 2024. "Functional central limit theorems for rough volatility," LSE Research Online Documents on Economics 122848, London School of Economics and Political Science, LSE Library.
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Keywords
Central limit theorem in Banach spaces; Hölder space; invariance principle; partial sums process;All these keywords.
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