The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequences
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Let \(\{X_n\}\) be a stationary Gaussian sequence, \(H = H(X_{t_1}, \ldots, X_{t_d})\) a \(d\)-dimensional filter with mean zero, \(\theta\) the shift operator and \(S_N = \sum^N_1 H \circ \theta^n\). It is shown that the upper-half law of the iterated logarithm holds for \(S_N\) under suitable conditions on the Hermite rank of \(H\) and the covariance function of \(\{X_n\}\).
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Cites work
- A central limit theorem for non-instantaneous filters of a stationary Gaussian process
- A survey of functional laws of the iterated logarithm for self-similar processes
- Approximate upper functions of Gaussian processes
- Central limit theorems for non-linear functionals of Gaussian fields
- scientific article; zbMATH DE number 3171470 (Why is no real title available?)
- Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
- Limit theorems for sums of dependent random variables
- Multiple Wiener-Ito integrals. With applications to limit theorems
- The law of the iterated logarithm and upper-lower class tests for partial sums of stationary Gaussian sequences
- The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals
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