The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals

DOI10.1007/BF01000212zbMath0562.60033OpenAlexW2071664200MaRDI QIDQ1056986

Hiroshi Oodaira, Toshio Mori

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01000212

zbMATH Keywords

self-similar processesnon-central limit theoremmultiple Wiener integrals

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic processes (60G99) Stochastic integrals (60H05)

Related Items (15)

Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos ⋮ The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequences ⋮ The functional law of the iterated logarithm for the empirical process of some long-range dependent sequences ⋮ Lower bound for local oscillations of Hermite processes ⋮ On a class of self-similar processes with stationary increments in higher order Wiener chaoses ⋮ Change-point estimation of nonstationary \(I(d)\) processes ⋮ Hausdorff and packing dimensions of the images of random fields ⋮ Generalized Hermite processes, discrete chaos and limit theorems ⋮ Persistence Probabilities and a Decorrelation Inequality for the Rosenblatt Process and Hermite Processes ⋮ Structure of the third moment of the generalized Rosenblatt distribution ⋮ Power variation of multiple fractional integrals ⋮ Approximation of Multiple Stratonovich Fractional Integrals ⋮ Convergence of long-memory discrete \(k\)th order Volterra processes ⋮ Multiple sub-fractional integrals and some approximations ⋮ Wavelet analysis of a multifractional process in an arbitrary Wiener chaos

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