The Davis-Gut law for moving average processes

DOI10.1016/j.spl.2015.04.024zbMath1326.60034OpenAlexW811268493MaRDI QIDQ491682

Linqiu Cao, Hangyong Qian, Xiang Dong Liu

Publication date: 19 August 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.04.024

zbMATH Keywords

law of the iterated logarithmmoving average processesDavis-Gut law

Mathematics Subject Classification ID

Strong limit theorems (60F15) Limit theorems in probability theory (60F99)

Related Items (2)

Unnamed Item ⋮ An extension of the Davis-Gut law and Lai law

Cites Work

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• A supplement to the Davis--Gut law
• Large deviations for some weakly dependent random processes
• Convergence rates for probabilities of moderate deviations for moving average processes
• Characterization of the law of the iterated logarithm in Banach spaces
• Complete convergence of moving average processes under dependence assumptions
• Convergence rates for probabilities of moderate deviations for sums of random variables with multidimensional indices
• Convergence rates of law of iterated logarithm for \(B\)-valued random variables
• Some results on convergence rates for probabilities of moderate deviations for sums of random variables
• Complete convergence of moving average processes
• Donsker's theorem for self-normalized partial sums processes
• Precise rates in the law of iterated logarithm for the moment of i.i.d. random variables
• Limiting behaviour of moving average processes under \(\varphi \)-mixing assumption
• Convergence Rates for the Law of the Iterated Logarithm
• Some Limit Theorems for Stationary Processes

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