Law of the iterated logarithm for stationary processes
نویسندگان
چکیده
منابع مشابه
Law of the Iterated Logarithm for Stationary Processes
There has been recent interest in the conditional central limit question for (strictly) stationary, ergodic processes · · ·X−1, X0, X1, · · · whose partial sums Sn = X1 + · · · + Xn are of the form Sn = Mn+Rn, where Mn is a square integrable martingale with stationary increments and Rn is a remainder term for which E(R 2 n) = o(n). Here we explore the Law of the Iterated Logarithm (LIL) for the...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2008
ISSN: 0091-1798
DOI: 10.1214/009117907000000079