Article ID Journal Published Year Pages File Type
1144787 Journal of the Korean Statistical Society 2013 13 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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