Precise asymptotics in the law of iterated logarithm for moving average process under dependence

DOI10.1155/2011/320932zbMath1215.60021OpenAlexW2069349150WikidataQ59266668 ScholiaQ59266668MaRDI QIDQ535509

Jie Li

Publication date: 13 May 2011

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/222808

zbMATH Keywords

moving average processlaw of iterated logarithmprecise asymptotics\(\varphi\)-mixing random variables

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Cites Work

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• Large deviations for some weakly dependent random processes
• Complete convergence of moving average processes under dependence assumptions
• Complete convergence of moving average processes
• Precise asymptotics in the law of the iterated logarithm.
• Precise asymptotics in the law of the iterated logarithm of moving-average processes
• Precise asymptotics for a new kind of complete moment convergence
• Convergence Rates for Probabilities of Moderate Deviations
• Some Limit Theorems for Stationary Processes
• Complete Convergence and the Law of Large Numbers
• A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes

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