The limit law of the iterated logarithm for linear processes

DOI10.1016/J.SPL.2016.11.012zbMATH Open1356.60051OpenAlexW2551294613MaRDI QIDQ504479FDOQ504479

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

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zbMATH Keywords

linear processlaw of iterated logarithm

Mathematics Subject Classification ID

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

Cites Work

• Asymptotics for linear processes
• On the Maximum Partial Sums of Sequences of Independent Random Variables
• Title not available (Why is that?)
• A converse to the law of the iterated logarithm
• Exponential inequalities for dependent random variables
• The other law of the iterated logarithm
• Exponential inequalities and complete convergence for a LNQD sequence
• The limit law of the iterated logarithm in Banach space
• The law of iterated logarithm for negatively associated random variables
• On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes
• The limit law of the iterated logarithm
• Limit law of the iterated logarithm for \(B\)-valued trimmed sums
• Title not available (Why is that?)
• Strong approximation and the law of the iterated logarithm for linear processes
• Strong approximation for moving average processes under dependence assumptions

Cited In (6)

• Strong approximation and the law of the iterated logarithm for linear processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• The law of the iterated logarithm for spatial averages of the stochastic heat equation
• General Law of iterated logarithm for Markov processes: Liminf laws
• Limit distribution for products of sums of partial sums of linear processes generated by NSD sequence

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