Precise asymptotics in the law of the iterated logarithm of moving-average processes
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Publication:2431902
DOI10.1007/S10114-005-0542-4zbMATH Open1101.60020OpenAlexW2089822077MaRDI QIDQ2431902FDOQ2431902
Publication date: 24 October 2006
Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-005-0542-4
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- A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes
- Almost sure invariance principles for mixing sequences of random variables
- Some limit results on the law of the iterated logarithm of NA sequences
Cited In (20)
- Title not available (Why is that?)
- Precise asymptotics in the law of iterated logarithm for moving average process under dependence
- A Kind of Exact Rates in Complete Moment Convergence for Moving-Average Processes
- Moment convergence rates in the law of logarithm for moving average process under dependence
- Asymptotic distribution with random indices for linear processes
- Precise asymptotics in Chung's law of the iterated logarithm
- Precise asymptotic in Spitzer and Baum-Katz's law of large numbers for moving-average processes
- Title not available (Why is that?)
- A law of the single logarithm for moving averages of random variables under exponential moment conditions
- Precise rates in the law of the iterated logarithm under dependence assumptions
- Moment convergence rates in the law of iterated logarithm for moving average process under dependence
- An improvement of the precise asymptotics in the complete convergence of moving-average process
- The precise asymptotics of the complete convergence for moving average processes of \(m\)-dependent \(B\)-valued elements
- Precise asymptotics in the law of large numbers of moving-average processes
- Title not available (Why is that?)
- Central limit theorems for moving average processes
- Convergence rates of tail probabilities for sums under dependence assumptions
- Precise asymptotics for the linear processes generated by associated random variables in Hilbert spaces
- Precise asymptotics in the law of large numbers and the law of iterated logarithm of moving-average process generated by ALNQD sequences
- Precise asymptotics of complete moment convergence on moving average
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