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 such that ||x(t + h) - x(t)|| = o(p(h)) uniformly in t, where p(h) = hαL(1/h), 0 ≤ h ≤ 1 with 0 ≤ α ≤ 1/2 and L slowly varying at infinity. We obtain the weak convergence of ...