A characterization of Chover-type law of iterated logarithm
Author:
Publisher
Springer Science and Business Media LLC
Subject
Multidisciplinary
Link
http://link.springer.com/content/pdf/10.1186/2193-1801-3-386.pdf
Reference12 articles.
1. Chen P: Limiting behavior of weighted sums with stable distributions. Statist Probab Lett 2002, 60: 367-375. 10.1016/S0167-7152(02)00286-9
2. Chen P, Hu T-C: Limiting behavior for random elements with heavy tail. Taiwanese J Math 2012, 16: 217-236.
3. Chover J: A law of the iterated logarithm for stable summands. Proc Amer Math Soc 1966, 17: 441-443. 10.1090/S0002-9939-1966-0189096-2
4. Einmahl U, Li D: Some results on two-sided LIL behavior. Ann Probab 2005, 33: 1601-1624. 10.1214/009117905000000198
5. Feller W: A limit theoerm for random variables with infinite moments. Amer J Math 1946, 68: 257-262. 10.2307/2371837
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
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2. A limit theorem related to the Hartman–Wintner–Strassen LIL and the Chover LIL;Statistics & Probability Letters;2016-02
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