Article ID Journal Published Year Pages File Type
1153131 Statistics & Probability Letters 2009 9 Pages PDF
Abstract
For a sequence of i.i.d. mean 0 random variables {X,Xn;n≥1} with weighted partial sums Sn(X,w(⋅))=∑k=1nw(kn)Xk,n≥1 where w(t),0≤t≤1 is a Lipschitz function of order 1 with ‖w(⋅)‖2=∫01w2(t)dt>0, necessary and sufficient conditions are provided for X to enjoy iterated logarithm type behavior of the form 0
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Physical Sciences and Engineering Mathematics Statistics and Probability
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