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The limit law of the iterated logarithm for linear processes

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  • Zhang, Yong

Abstract

In this short note, we established the limit law of the iterated logarithm for linear process. Let {ξi,−∞

Suggested Citation

  • Zhang, Yong, 2017. "The limit law of the iterated logarithm for linear processes," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 147-151.
    • Handle: RePEc:eee:stapro:v:122:y:2017:i:c:p:147-151
    DOI: 10.1016/j.spl.2016.11.012
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    References listed on IDEAS

    as
    1. Yokoyama, Ryozo, 1995. "On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes," Stochastic Processes and their Applications, Elsevier, vol. 59(2), pages 343-351, October.
    2. Li, Deli & Liang, Han-Ying, 2013. "The limit law of the iterated logarithm in Banach space," Statistics & Probability Letters, Elsevier, vol. 83(7), pages 1800-1804.
    3. Shao, Qi-Man & Su, Chun, 1999. "The law of the iterated logarithm for negatively associated random variables," Stochastic Processes and their Applications, Elsevier, vol. 83(1), pages 139-148, September.
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