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

MaRDI QIDQ2886393zbMATH OpenFDO

Authors Yunxia Li

Publication date 1 June 2012

Published in Mathematica Applicata (Search for Journal in Brave)

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)

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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
• scientific article; zbMATH DE number 1932266 (Why is no real title available?)
• The Davis-Gut law for moving average processes

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