Precise rates in the law of iterated logarithm for the moment convergence of -mixing sequences

DOI10.1515/MS-2015-0107MaRDI QIDQ5744293zbMATH OpenOpenAlexFDO

Authors Xiaoyong Xiao, Hongwei Yin

Publication date 18 February 2016

Published in Mathematica Slovaca (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/ms-2015-0107

zbMATH Keywords

\(\varphi \)-mixinglaw of iterated logarithmmoment convergenceprecise asymptotics

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Recommendations

• Precise rates in the law of the iterated logarithm under dependence assumptions
• Precise rate in the law of iterated logarithm for \(\rho\)-mixing sequence
• Law of the iterated logarithm for \(\phi\)-mixing random variables
• Precise asymptotics in the law of iterated logarithm for the moment convergence of -mixing sequences
• A law of the iterated logarithm for double array sum of \(\varphi\)-mixing sequence

Cites work

• Almost sure invariance principles for mixing sequences of random variables
• Complete Convergence and the Law of Large Numbers
• MOMENT CONVERGENCE RATES OF LIL FOR NEGATIVELY ASSOCIATED SEQUENCES
• Precise asymptotics for a new kind of complete moment convergence
• Precise asymptotics in Spitzer's law of large numbers

Cited in

(10)

• Precise asymptotics in the law of logarithm under dependence assumptions
• A law of the iterated logarithm for double array sum of \(\varphi\)-mixing sequence
• Precise rate in the law of iterated logarithm for \(\rho\)-mixing sequence
• Precise rates in the law of the iterated logarithm for the first moment convergence
• Note on precise rates in the law of iterated logarithm for the moment convergence of i.i.d.: random variables under sublinear expectations
• The law of the iterated logarithm for the sums of -mixing sequences with double suffixes
• scientific article; zbMATH DE number 2118916 (Why is no real title available?)
• A generalization of Strassen's LIL for -mixing sequences and its application
• A note on the asymptotic properties of the estimators in a semiparametric regression model
• Precise rates in the law of the iterated logarithm under dependence assumptions

This page was built for publication: Precise rates in the law of iterated logarithm for the moment convergence of \(\varphi \)-mixing sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5744293)