Precise rates in the law of iterated logarithm for the moment of i.i.d. random variables
From MaRDI portal
Publication:2508600
DOI10.1007/S10114-005-0615-4zbMath1103.60030OpenAlexW2018059355MaRDI QIDQ2508600
Publication date: 13 October 2006
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-005-0615-4
Related Items (27)
A kind of complete moment convergence for self-normalized sums ⋮ Precise rates in the law of the iterated logarithm for \(R/S\) statistics ⋮ On the moment convergence rates of LIL in Hilbert space ⋮ A remark on the law of the logarithm for weighted sums of random variables with multidimensional indices ⋮ On complete convergence and strong law for weighted sums of i.i.d. random variables ⋮ A kind of complete moment convergence for sums of independent and nonidentically distributed random variables ⋮ Precise rates in the law of the iterated logarithm under dependence assumptions ⋮ Precise asymptotics for complete moment convergence of \(U\)-statistics of i.i.d. random variables ⋮ Exact rates in the Davis-Gut law of iterated logarithm for the first-moment convergence of independent identically distributed random variables ⋮ The Davis-Gut law for moving average processes ⋮ Convergence rates for probabilities of moderate deviations for moving average processes ⋮ Precise asymptotics in Chung's law of the iterated logarithm ⋮ A general pattern of asymptotic behavior of the \(R/S\) statistics for linear processes ⋮ Precise rates in the law of the iterated logarithm for the first moment convergence ⋮ Complete moment convergence for sequence of identically distributed \(\varphi \)-mixing random variables ⋮ Precise asymptotics in the law of the iterated logarithm for statistic ⋮ Precise rates of the first moment convergence in the LIL for NA sequences ⋮ The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process ⋮ A general law of complete moment convergence for self-normalized sums ⋮ Complete convergence for weighted sums of i.i.d. random variables with applications in regression estimation and EV model ⋮ Precise rates in the law of the logarithm for the moment convergence in Hilbert spaces ⋮ The precise asymptotics of the complete convergence for moving average processes of \(m\)-dependent \(B\)-valued elements ⋮ The Davis-Gut law and Lai law for finitely inhomogeneous walks ⋮ Exact rates in complete moment convergence of self-normalized sums for multidimensionally indexed random variables ⋮ Precise Asymptotics in Complete Moment Convergence of Parameter Estimator in the Gaussian Autoregressive Process ⋮ Moment convergence rates in the law of logarithm for moving average process under dependence ⋮ The Lai law for weighted sums
Cites Work
- Some results on convergence rates for probabilities of moderate deviations for sums of random variables
- The Darling-Erdős theorem for sums of i.i.d. random variables
- Precise asymptotics in the law of the iterated logarithm.
- The law of the iterated logarithm for identically distributed random variables
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Precise rates in the law of iterated logarithm for the moment of i.i.d. random variables