A law of the iterated logarithm for moving average processes

DOI10.1007/BF02827610zbMATH Open0935.60020OpenAlexW177992260MaRDI QIDQ4267068FDOQ4267068

Authors: Jianmin Wu, Pingyan Chen 

Publication date: 1 December 1999

Published in: Wuhan University Journal of Natural Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02827610

zbMATH Keywords

stable distributionlaw of iterated logarithmmoving average

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Cites Work

• Title not available (Why is that?)
• A Law of the Iterated Logarithm for Stable Summands
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (3)

• Precise asymptotics in the law of the iterated logarithm of moving-average processes
• A law of the single logarithm for moving averages of random variables under exponential moment conditions
• Logarithmic moving averages

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