Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153131 | Statistics & Probability Letters | 2009 | 9 Pages |
Abstract
For a sequence of i.i.d. mean 0 random variables {X,Xn;nâ¥1} with weighted partial sums Sn(X,w(â
))=âk=1nw(kn)Xk,nâ¥1 where w(t),0â¤tâ¤1 is a Lipschitz function of order 1 with âw(â
)â2=â«01w2(t)dt>0, necessary and sufficient conditions are provided for X to enjoy iterated logarithm type behavior of the form 0
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Deli Li, Yongcheng Qi, Andrew Rosalsky,