| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4619459 | Journal of Mathematical Analysis and Applications | 2010 | 9 Pages |
Abstract
In this paper, a Chover-type law of the k-iterated logarithm is established for -mixing sequences of identically distributed random variables with a distribution in the domain of an attraction of a stable distribution with an exponent in (0,2). Our results generalize and improve those on Chover's LIL type behavior previously obtained by Mikosch (1984) [9], , Vasudeva (1984) [14], , and Qi and Cheng (1996) [11] from the i.i.d. case to -mixing sequences.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
