The law of iterated logarithm for \(R/S\) statistics

DOI10.1016/S0252-9602(17)30290-4zbMath1083.60509OpenAlexW2783673269MaRDI QIDQ2386848

Zheng Yan Lin

Publication date: 25 August 2005

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(17)30290-4

zbMATH Keywords

strong approximations

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15)

Related Items (7)

The Hurst phenomenon and the rescaled range statistic ⋮ Precise rates in the law of the iterated logarithm for \(R/S\) statistics ⋮ A result on the almost sure convergence for the \(R/S\) statistic ⋮ A general pattern of asymptotic behavior of the \(R/S\) statistics for linear processes ⋮ Precise asymptotics in the law of the iterated logarithm for statistic ⋮ The law of iterated logarithm of rescaled range statistics for AR(1) model ⋮ Precise asymptotics in the law of the logarithm for the rescaled range statistic

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