The functional law of the iterated logarithm for dependent random variables

Author:

Berkes I.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference8 articles.

1. Bahr, B. von: Multi-dimensional integral limit theorems. Ark. Mat. 7, 71?88 (1967).

2. Chover, J.: On Strassen's version of the log log law. Z. Wahrscheinlichkeitstheorie verw. Gebiete 8, 83?90 (1967).

3. Feller, W.: An introduction to probability theory and its applications. Vol. II. New York: Wiley 1966.

4. Gaposkin, V.F.: On the law of iterated logarithm for strongly multiplicative systems. In Russian. Teor. Verojatnost. i Primenen. 14, 511?516 (1969).

5. R�nyi, A.: Probability Theory. Budapest: Akad�miai Kiad� 1970.

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1. Convergence in Distribution;Asymptotics for Associated Random Variables;2012

2. André Dabrowski's work on limit theorems and weak dependence;Canadian Journal of Statistics;2009-09

3. Strong invariance principles for triangular arrays of weakly dependent random variables;Canadian Journal of Statistics;1995-09

4. A Berry-Esséen theorem and a functional law of the iterated logarithm for weakly associated random vectors;Stochastic Processes and their Applications;1988-12

5. Invariance Principles for Independent and Weakly Dependent Random Variables;Dependence in Probability and Statistics;1986

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