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Iterated logarithm type behavior for weighted sums of i.i.d. random variables

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  • Li, Deli
  • Qi, Yongcheng
  • Rosalsky, Andrew

Abstract

For a sequence of i.i.d. mean 0 random variables with weighted partial sums where w(t),0

Suggested Citation

  • Li, Deli & Qi, Yongcheng & Rosalsky, Andrew, 2009. "Iterated logarithm type behavior for weighted sums of i.i.d. random variables," Statistics & Probability Letters, Elsevier, vol. 79(5), pages 643-651, March.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:5:p:643-651
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    References listed on IDEAS

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    1. Li, Deli & Tomkins, R. J., 1996. "Laws of the iterated logarithm for weighted sums of independent random variables," Statistics & Probability Letters, Elsevier, vol. 27(3), pages 247-254, April.
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    Cited by:

    1. Lafaye de Micheaux, Pierre & Léger, Christian, 2012. "A law of the single logarithm for weighted sums of arrays applied to bootstrap model selection in regression," Statistics & Probability Letters, Elsevier, vol. 82(5), pages 965-971.

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