The law of the iterated logarithm for stationary processes satisfying mixing conditions

DOI10.2996/kmj/1138846370zbMath0234.60034OpenAlexW2012534989WikidataQ114845151 ScholiaQ114845151MaRDI QIDQ5643343

Publication date: 1971

Published in: Kodai Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2996/kmj/1138846370

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (21)

Approximating Matrix Eigenvalues by Subspace Iteration with Repeated Random Sparsification ⋮ Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables ⋮ The law of the iterated logarithm for empirical processes under absolute regularity ⋮ Testing for parameter stability in nonlinear autoregressive models ⋮ The Borel-Cantelli lemma for strong mixing sequences of events and their applications to LIL ⋮ Note on the law of the iterated logarithm for stationary processes satisfying mixing conditions ⋮ Chover-type laws of the \(k\)-iterated logarithm for weighted sums of strongly mixing sequences ⋮ Asymptotic behavior of central order statistics from stationary processes ⋮ An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables ⋮ Extensions of Billingsley's theorems on weak convergence of empirical processes ⋮ Estimation and inference of change points in high-dimensional factor models ⋮ Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes ⋮ On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient ⋮ Nonparametric time series prediction: A semi-functional partial linear modeling ⋮ Limiting behavior of one-sample rank-order statistics for absolutely regular processes ⋮ THE LAW OF LARGE NUMBERS AND THE LAW OF THE ITERATED LOGARITHM FOR INFINITE DIMENSIONAL INTERACTING DIFFUSION PROCESSES ⋮ Convergence controls for MCMC algorithms, with applications to hidden markov chains ⋮ Moment inequalities for mixing sequences ⋮ On the law of the iterated logarithm and strong invariance principles in stochastic geometry ⋮ Revisits for transient random walk ⋮ Subspace estimation and prediction methods for hidden Markov models

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