The limit law of the iterated logarithm for linear processes

DOI10.1016/j.spl.2016.11.012zbMath1356.60051OpenAlexW2551294613MaRDI QIDQ504479

Yong Zhang

Publication date: 16 January 2017

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

Full work available at URL: https://doi.org/10.1016/j.spl.2016.11.012

zbMATH Keywords

linear processlaw of iterated logarithm

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items (2)

The law of the iterated logarithm for spatial averages of the stochastic heat equation ⋮ Limit distribution for products of sums of partial sums of linear processes generated by NSD sequence

Cites Work

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• The limit law of the iterated logarithm in Banach space
• The limit law of the iterated logarithm
• Strong approximation for moving average processes under dependence assumptions
• Exponential inequalities for dependent random variables
• Asymptotics for linear processes
• The other law of the iterated logarithm
• The law of iterated logarithm for negatively associated random variables
• On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes
• Limit law of the iterated logarithm for \(B\)-valued trimmed sums
• Exponential inequalities and complete convergence for a LNQD sequence
• A converse to the law of the iterated logarithm
• On the Maximum Partial Sums of Sequences of Independent Random Variables

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