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

DOI10.1016/J.MCM.2011.05.034zbMATH Open1235.62018OpenAlexW2015116992MaRDI QIDQ409888FDOQ409888

Authors Sai-Hua Huang, Tian-Xiao Pang, 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)

Recommendations

• Precise asymptotics in the law of the iterated logarithm for statistic
• Asymptotic properties of the \(R/S\) statistics for linear processes
• Precise asymptotics in the law of the logarithm for the rescaled range statistic
• Almost sure convergence of sample range
• The law of iterated logarithm of rescaled range statistics for AR(1) model

Cites Work

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

Cited In (4)

• Asymptotic properties of the \(R/S\) statistics for linear processes
• A general pattern of asymptotic behavior of the \(R/S\) statistics for linear processes
• Precise asymptotics in the law of the logarithm for the rescaled range statistic
• The law of iterated logarithm of rescaled range statistics for AR(1) model

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