Rates of clustering in FLIL for weighted partial sum processes

DOI10.1016/0167-7152(95)00208-1zbMath0871.60024OpenAlexW2032230149MaRDI QIDQ1126105

Charles El-Nouty

Publication date: 8 December 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00208-1

zbMATH Keywords

functional law of the iterated logarithmstrong invariance principlerate of clustering

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15)

Cites Work

• Rates of clustering for some Gaussian self-similar processes
• Exact rate of convergence in Strassen's law of the iterated logarithm
• New Gaussian estimates for enlarged balls
• Rates of clustering in Strassen's LIL for partial sum processes
• On Strassen's version of the law of the iterated logarithm for Gaussian processes
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