Precise asymptotics in the law of the iterated logarithm of moving-average processes

DOI10.1007/s10114-005-0542-4zbMath1101.60020OpenAlexW2089822077MaRDI QIDQ2431902

Yun Xia Li, Zhang, Lixin

Publication date: 24 October 2006

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-005-0542-4

zbMATH Keywords

negative association\(\varphi\)-mixing

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (12)

Moment convergence rates in the law of iterated logarithm for moving average process under dependence ⋮ Central limit theorems for moving average processes ⋮ Precise asymptotics for the linear processes generated by associated random variables in Hilbert spaces ⋮ Convergence rates of tail probabilities for sums under dependence assumptions ⋮ Precise asymptotics of complete moment convergence on moving average ⋮ Precise rates in the law of the iterated logarithm under dependence assumptions ⋮ Precise asymptotics in Chung's law of the iterated logarithm ⋮ Precise asymptotics in the law of iterated logarithm for moving average process under dependence ⋮ The precise asymptotics of the complete convergence for moving average processes of \(m\)-dependent \(B\)-valued elements ⋮ A Kind of Exact Rates in Complete Moment Convergence for Moving-Average Processes ⋮ Asymptotic distribution with random indices for linear processes ⋮ Moment convergence rates in the law of logarithm for moving average process under dependence

Cites Work

• Large deviations for some weakly dependent random processes
• Complete convergence of moving average processes under dependence assumptions
• Complete convergence of moving average processes
• Almost sure invariance principles for mixing sequences of random variables
• Moment inequalities and weak convergence for negatively associated sequences
• Precise asymptotics in the Baum-Katz and Davis laws of large numbers
• Precise asymptotics in the law of the iterated logarithm.
• A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes
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