A law of the iterated logarithm for martingales
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Publication:5966807
DOI10.1007/BF00539863zbMath0299.60045MaRDI QIDQ5966807
Publication date: 1975
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
60F99: Limit theorems in probability theory
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Cites Work
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- Iterated Logarithm laws for weighted averages
- Monotonicity of the Variance Under Truncation and Variations of Jensen's Inequality
- The Hartman-Wintner Law of the Iterated Logarithm for Martingales
- An iterated logarithm result for martingales and its application in estimation theory for autoregressive processes
- On the law of the iterated logarithm