Weak convergence of summation processes in Besov spaces
Studia Mathematica, Tome 165 (2004) no. 1, pp. 19-37

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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.
DOI : 10.4064/sm165-1-2
Keywords: prove invariance principles partial sum processes besov spaces functional framework allows unified treatment step process smoothed process parametric scale function spaces functional central limit theorems besov spaces sequences large class weakly dependent sequences

Bruno Morel 1

1 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
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Bruno Morel. Weak convergence of summation processes in Besov spaces. Studia Mathematica, Tome 165 (2004) no. 1, pp. 19-37. doi: 10.4064/sm165-1-2

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