Precise asymptotics in the law of the iterated logarithm of moving-average processes

DOI10.1007/S10114-005-0542-4MaRDI QIDQ2431902zbMATH OpenOpenAlexFDO

Authors Yunxia Li, Lixin Zhang

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

zbMATH Keywords

negative association\(\varphi\)-mixing

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

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Cites work

• scientific article; zbMATH DE number 1004194 (Why is no real title available?)
• scientific article; zbMATH DE number 4145034 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• 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
• Complete convergence of moving average processes
• Complete convergence of moving average processes under dependence assumptions
• Large deviations for some weakly dependent random processes
• Moment inequalities and weak convergence for negatively associated sequences
• Precise asymptotics in the Baum-Katz and Davis laws of large numbers
• Precise asymptotics in the law of the iterated logarithm.
• Some limit results on the law of the iterated logarithm of NA sequences

Cited in

(22)

• scientific article; zbMATH DE number 4015885 (Why is no real title available?)
• Precise asymptotics in the law of iterated logarithm for moving average process under dependence
• Precise rates in the law of iterated logarithm for the moment of a moving-average process
• Moment convergence rates in the law of logarithm for moving average process under dependence
• Precise asymptotics in Chung's law of the iterated logarithm
• Asymptotic distribution with random indices for linear processes
• Precise asymptotic in Spitzer and Baum-Katz's law of large numbers for moving-average processes
• scientific article; zbMATH DE number 6672043 (Why is no real title available?)
• 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
• The precise asymptotics of the complete convergence for moving average processes of m-dependent B-valued elements
• An improvement of the precise asymptotics in the complete convergence of moving-average process
• Precise asymptotics in the law of large numbers of moving-average processes
• scientific article; zbMATH DE number 1932266 (Why is no real title available?)
• Central limit theorems for moving average processes
• The Davis-Gut law 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
• A kind of exact rates in complete moment convergence for moving-average processes
• 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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