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Hölderian Invariance Principle for Triangular Arrays of Random Variables |
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| Authors: | Ra?kauskas A Suquet Ch |
| Institution: | (1) Vilnius University, Naugarduko 24, LT-2600 Vilnius;(2) Institute of Mathematics and Informatics, Akademijos 4, LT-2021 Vilnius, Lithuania;(3) Mathématiques Appliquées, 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 |
| Abstract: | In this paper, we extend the Hölderian invariance principle of Lamperti 6] to the case of partial-sum processes based on a triangular array of row-wise independent random variables. As an application, we obtain necessary and sufficient conditions for the almost sure (resp. in probability) weak Hölder convergence of partial-sum processes based on bootstrapped samples. |
| Keywords: | bootstrap functional central limit theorem Hö lder space invariance principle triangular array |
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