Hölderian weak invariance principle under the Maxwell and Woodroofe condition
نویسندگان
چکیده
منابع مشابه
Comment on a theorem of M . Maxwell and M . Woodroofe ∗
We present a streamlined derivation of the theorem of M. Maxwell and M. Woodroofe [3], on martingale approximation of additive functionals of stationary Markov processes, from the non-reversible version of the Kipnis-Varadhan theorem.
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ژورنال
عنوان ژورنال: Brazilian Journal of Probability and Statistics
سال: 2018
ISSN: 0103-0752
DOI: 10.1214/16-bjps336