A result on the almost sure convergence for the \(R/S\) statistic

DOI10.1016/j.mcm.2011.05.034zbMath1235.62018OpenAlexW2015116992MaRDI QIDQ409888

Tian-Xiao Pang, Sai-Hua Huang, Zhi-Lin Sun

Publication date: 15 April 2012

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2011.05.034

zbMATH Keywords

Brownian bridge\(R/S\) statisticdomain of attraction of normal law

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Strong limit theorems (60F15)

Cites Work

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• A note on the almost sure central limit theorem
• An almost sure central limit theorem for self-normalized partial sums
• A note on the almost sure central limit theorem for weakly dependent random variables
• Donsker's theorem for self-normalized partial sums processes
• The law of the iterated logarithm for the rescaled R/S statistics without the second moment
• The law of iterated logarithm for \(R/S\) statistics
• On almost sure limit theorems for positively dependent random variables
• The law of iterated logarithm of rescaled range statistics for AR(1) model
• The distribution of the maximum Brownian excursion
• Limit theorems on the self-normalized range for weakly and strongly dependent processes
• The Asymptotic Distribution of the Range of Sums of Independent Random Variables