A law of iterated logarithm for the wavelet transforms of i.i.d. random variables.
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Publication:1871320
zbMath1092.62508MaRDI QIDQ1871320
Publication date: 7 May 2003
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
62E20: Asymptotic distribution theory in statistics
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
60F15: Strong limit theorems
Cites Work
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- A note on the law of iterated logarithm for weighted sums of random variables
- Change Curve Estimation via Wavelets
- An approximation of partial sums of independent RV's, and the sample DF. II
- On the law of the iterated logarithm for double sequences of random variables
- Jump and sharp cusp detection by wavelets