A law of the iterated logarithm for geometrically weighted martingale difference sequences

DOI10.1007/BF02214275zbMath0802.60029OpenAlexW2059641206MaRDI QIDQ1322913

Maria Eulália Vares, Pierre Picco

Publication date: 9 May 1994

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02214275

zbMATH Keywords

law of the iterated logarithmcentral limit theoremstationary and ergodic martingale difference sequence

Mathematics Subject Classification ID

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

Related Items (7)

A self-normalized law of the iterated logarithm for the geometrically weighted random series ⋮ A nonclassical LIL for geometrically weighted series in Banach space ⋮ Strong approximation theorems for geometrically weighted random series and their applications ⋮ A law of the iterated logarithm for geometrically weighted series of negatively associated random variables. ⋮ Generalized LIL for geometrically weighted random series in Banach spaces ⋮ A general LIL for \(B\)-valued geometrically weighted series under dependent assumption ⋮ Limit theorems for discounted convergent perpetuities

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