Hölderian invariance principle for Hilbertian linear processes
Hölderian invariance principle for Hilbertian linear processes
Let be the polygonal partial sums processes built on the linear processes , n ≥ 1, where are i.i.d., centered random elements in some separable Hilbert space and the ai's are bounded linear operators , with . We investigate functional central limit theorem for in the Hölder spaces of functions …