Precise rates in the law of iterated logarithm for the moment of a moving-average process

zbMATH Open1249.60050MaRDI QIDQ2886393FDOQ2886393

Authors: Yunxia Li 

Publication date: 1 June 2012

Published in: Mathematica Applicata (Search for Journal in Brave)

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zbMATH Keywords

Berry-Esseen inequalitycomplete moment convergencemoving-average process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Cited In (7)

• Precise asymptotics in the law of the iterated logarithm of moving-average processes
• Moment convergence rates in the law of logarithm for moving average process under dependence
• A note on the Chover-type law of the iterated logarithm for the weighted partial sums of \(\alpha\)-mixing sequences
• A law of the single logarithm for moving averages of random variables under exponential moment conditions
• Moment convergence rates in the law of iterated logarithm for moving average process under dependence
• Title not available (Why is that?)
• The Davis-Gut law for moving average processes

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