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

DOI10.1007/BF02212883MaRDI QIDQ1890741zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• scientific article; zbMATH DE number 1337347
• The law of the iterated logarithm over a stationary Gaussian sequence of random vectors
• On the law of the iterated logarithm for Gaussian processes
• scientific article; zbMATH DE number 35195

Cites work

• scientific article; zbMATH DE number 3171470 (Why is no real title available?)
• 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
• 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

This page was built for publication: The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1890741)