Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1144787 | Journal of the Korean Statistical Society | 2013 | 13 Pages |
Abstract
For a sequence of i.i.d. zero mean random variables belonging to the domain of attraction of the normal law, two results concerning the rescaled range statistic are investigated in this paper. More specifically, we obtain precise asymptotics in the law of the logarithm related to complete convergence and a.s. convergence under some mild conditions.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Tian-Xiao Pang, Zheng-Yan Lin, Kyo-Shin Hwang,