A general pattern of asymptotic behavior of the R/S statistics for linear processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-013-0574-2.pdf
Reference37 articles.
1. Baum LE, Katz M (1965) Convergence rates in the law of large numbers. Trans Am Math Soc 120:108–123
2. Chen R (1978) A remark on the tail probability of a distribution. J Multivar Anal 8:328–333
3. Chow YS (1988) On the rate of moment convergence of sample sums and extremes. Bull Inst Math Acad Sinica 16:177–201
4. Erdös P (1949) On a theorem of Hsu and Robbins. Ann Math Stat 20:286–291
5. Erdös P (1950) Remark on my paper “On a theorem of Hsu and Robbins”. Ann Math Stat 21:138
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