Strengthening classical results on convergence rates in strong limit theorems
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Link
http://link.springer.com/content/pdf/10.1007/s00440-004-0404-5.pdf
Reference20 articles.
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2. Burkholder, D.L.: Successive conditional expectations of an integrable function. Ann. Math. Statist. 33, 887–893 (1962)
3. Choi, B.D., Sung, S.K.: On moment conditions for the supremum of normed sums. Stochastic Processes Appl. 26, 99–106 (1987)
4. Davis, J.A.: Convergence rates for the law of the iterated logarithm. Ann. Math. Statist. 39, 1479–1485 (1968a)
5. Davis, J.A.: Convergence rates for probabilities of moderate deviations. Ann. Math. Statist. 39, 2016–2028 (1968b)
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