A law of the iterated logarithm for moving average processes

DOI10.1007/BF02827610MaRDI QIDQ4267068zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• scientific article; zbMATH DE number 468934 (Why is no real title available?)
• scientific article; zbMATH DE number 943336 (Why is no real title available?)
• A Law of the Iterated Logarithm for Stable Summands

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

This page was built for publication: A law of the iterated logarithm for moving average processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4267068)