A survey of functional laws of the iterated logarithm for self-similar processes

DOI10.1080/15326348508807005zbMath0554.60041OpenAlexW2054085045MaRDI QIDQ3217357

Murad S. Taqqu, Claudia Czado

Publication date: 1985

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://ecommons.cornell.edu/bitstream/handle/1813/8490/TR000604.pdf?sequence=1

zbMATH Keywords

functional laws of the iterated logarithmself-similar processesreproducing kernel Hilbert space

Mathematics Subject Classification ID

Stochastic processes (60G99) Functional limit theorems; invariance principles (60F17)

Related Items (9)

The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequences ⋮ On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space ⋮ On Weak Convergence in Dynamical Systems to Self-Similar Processes with Spectral Representation ⋮ A Hanson-Russo-type law of the iterated logarithm for fractional Brownian motion ⋮ Some laws of the iterated logarithm in Hilbertian autoregressive models ⋮ Transformations in functional iterated logarithm laws and regular variation ⋮ The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals ⋮ On extremal theory for self-similar processes ⋮ Path properties of a generalized fractional Brownian motion

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