Chover-type laws of the iterated logarithm for weighted sums of \(\rho ^{\ast}\)-mixing sequences

DOI10.1155/JAMSA/2006/65023zbMath1109.60026OpenAlexW2093113309MaRDI QIDQ871326

Guang-Hui Cai

Publication date: 19 March 2007

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/53083

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Related Items (4)

Sequential testing for structural stability in approximate factor models ⋮ Chover-type laws of the \(k\)-iterated logarithm for weighted sums of strongly mixing sequences ⋮ Testing for (in)finite moments ⋮ Testing for strict stationarity in a random coefficient autoregressive model

Cites Work

• Almost-sure results for a class of dependent random variables
• Chover-type laws of the iterated logarithm for weighted sums.
• Maximal inequalities and an invariance principle for a class of weakly dependent random variables
• Limiting behavior of weighted sums with stable distributions
• On the asymptotic normality of sequences of weak dependent random variables
• Moment Conditions for Almost Sure Convergence of Weakly Correlated Random Variables
• Maximum of partial sums and an invariance principle for a class of weak dependent random variables
• A Law of the Iterated Logarithm for Stable Summands
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