Limiting behavior of weighted sums with stable distributions

Author:

Pingyan Chen

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference11 articles.

1. The Chover law of the iterated logarithm for random geometric series of stable distribution;Chen;Acta Math. Sin.,2000

2. A law of the iterated logarithm for stable summands;Chover;Proc. Amer. Math. Soc.,1966

3. Limiting behavior of weighted sums of independent random variables;Chow;Ann. Probab.,1973

4. The law of the iterated logarithm for Cesaro's and Abel's methods of summation;Gaposkin;Theory Probab. Appl.,1965

5. A law of the iterated logarithm for double arrays of independent random variables with application to regression and time series models;Lai;Ann. Probab.,1982

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