The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequences

DOI10.1007/BF02212883zbMATH Open0832.60041OpenAlexW1985641825MaRDI QIDQ1890741FDOQ1890741

Authors: Hwai-Chung Ho 

Publication date: 23 May 1995

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02212883

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zbMATH Keywords

Hermite ranklaw of the iterated logarithmstationary Gaussian sequenceupper class test

Mathematics Subject Classification ID

Strong limit theorems (60F15) Local time and additive functionals (60J55)

Cites Work

• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• Central limit theorems for non-linear functionals of Gaussian fields
• Multiple Wiener-Ito integrals. With applications to limit theorems
• Title not available (Why is that?)
• A central limit theorem for non-instantaneous filters of a stationary Gaussian process
• The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals
• Approximate upper functions of Gaussian processes
• The law of the iterated logarithm and upper-lower class tests for partial sums of stationary Gaussian sequences
• Limit theorems for sums of dependent random variables
• A survey of functional laws of the iterated logarithm for self-similar processes

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