The limit law of the iterated logarithm for linear processes

DOI10.1016/J.SPL.2016.11.012MaRDI QIDQ504479zbMATH OpenOpenAlexFDO

Authors Yong Zhang

Publication date 16 January 2017

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2016.11.012

zbMATH Keywords

linear processlaw of iterated logarithm

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Recommendations

• Laws of the iterated logarithm for a class of iterated processes
• scientific article; zbMATH DE number 370570
• The Law of the Iterated Logarithm for Some Classes of Stationary Processes
• Law of the iterated logarithm for stationary processes
• The law of the iterated logarithm for empirical processes under absolute regularity
• The law of the iterated logarithm for U-processes
• Strong approximation and the law of the iterated logarithm for linear processes
• scientific article; zbMATH DE number 4140902
• A law of the iterated logarithm for processes with independent increments
• General Law of iterated logarithm for Markov processes: Liminf laws

Cites work

• scientific article; zbMATH DE number 1004194 (Why is no real title available?)
• scientific article; zbMATH DE number 5525459 (Why is no real title available?)
• A converse to the law of the iterated logarithm
• Asymptotics for linear processes
• Exponential inequalities and complete convergence for a LNQD sequence
• Exponential inequalities for dependent random variables
• Limit law of the iterated logarithm for \(B\)-valued trimmed sums
• On the Maximum Partial Sums of Sequences of Independent Random Variables
• On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes
• Strong approximation and the law of the iterated logarithm for linear processes
• Strong approximation for moving average processes under dependence assumptions
• The law of iterated logarithm for negatively associated random variables
• The limit law of the iterated logarithm
• The limit law of the iterated logarithm in Banach space
• The other law of the iterated logarithm

Cited in

(6)

• scientific article; zbMATH DE number 1522492 (Why is no real title available?)
• General Law of iterated logarithm for Markov processes: Liminf laws
• The law of the iterated logarithm for spatial averages of the stochastic heat equation
• scientific article; zbMATH DE number 4155555 (Why is no real title available?)
• Limit distribution for products of sums of partial sums of linear processes generated by NSD sequence
• Strong approximation and the law of the iterated logarithm for linear processes

This page was built for publication: The limit law of the iterated logarithm for linear processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q504479)