Precise Asymptotics in the Law of the Iterated Logarithm of Moving-Average Processes
查看参考文献13篇
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文摘
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In this paper, we discuss the moving-average process Xk = ∑i=-∞ ^∞ ai＋kεi, where {εi;-∞ 〈 i 〈 ∞} is a doubly infinite sequence of identically distributed ψ-mixing or negatively associated random variables with mean zeros and finite variances, {ai;-∞ 〈 i 〈 -∞） is an absolutely solutely summable sequence of real numbers. |
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来源
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Acta Mathematica Sinica. English Series
,2006,22(1):143-156 【核心库】
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DOI
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10.1007/s10114-005-0542-4
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关键词
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Moving-average process
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ψ-mixing
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Negative association
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The law of the iterated logarithm
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地址
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1.
Zhejiang University of Finance and Economics, Hangzhou, 310012
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Department of Mathematics, Zhejiang University, Hangzhou, 310028
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语种
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英文 |
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ISSN
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1439-8516 |
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学科
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数学 |
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基金
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国家自然科学基金
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文献收藏号
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CSCD:2674148
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参考文献 共
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