The law of the iterated logarithm for LNQD sequences

Let [Formula: see text] be a stationary LNQD sequence of random variables with zero means and finite variance. In this paper, by the Kolmogorov type maximal inequality and Stein’s method, we establish the result of the law of the iterated logarithm for LNQD sequence with less restriction of moment c...

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Detalles Bibliográficos
Autor principal: Zhang, Yong
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2018
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5758723/
https://www.ncbi.nlm.nih.gov/pubmed/29367823
http://dx.doi.org/10.1186/s13660-017-1607-5
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author Zhang, Yong
author_facet Zhang, Yong
author_sort Zhang, Yong
collection PubMed
description Let [Formula: see text] be a stationary LNQD sequence of random variables with zero means and finite variance. In this paper, by the Kolmogorov type maximal inequality and Stein’s method, we establish the result of the law of the iterated logarithm for LNQD sequence with less restriction of moment conditions. We also prove the law of the iterated logarithm for a linear process generated by an LNQD sequence with the coefficients satisfying [Formula: see text] by a Beveridge and Nelson decomposition.
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spelling pubmed-57587232018-01-22 The law of the iterated logarithm for LNQD sequences Zhang, Yong J Inequal Appl Research Let [Formula: see text] be a stationary LNQD sequence of random variables with zero means and finite variance. In this paper, by the Kolmogorov type maximal inequality and Stein’s method, we establish the result of the law of the iterated logarithm for LNQD sequence with less restriction of moment conditions. We also prove the law of the iterated logarithm for a linear process generated by an LNQD sequence with the coefficients satisfying [Formula: see text] by a Beveridge and Nelson decomposition. Springer International Publishing 2018-01-08 2018 /pmc/articles/PMC5758723/ /pubmed/29367823 http://dx.doi.org/10.1186/s13660-017-1607-5 Text en © The Author(s) 2018 Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
spellingShingle Research
Zhang, Yong
The law of the iterated logarithm for LNQD sequences
title The law of the iterated logarithm for LNQD sequences
title_full The law of the iterated logarithm for LNQD sequences
title_fullStr The law of the iterated logarithm for LNQD sequences
title_full_unstemmed The law of the iterated logarithm for LNQD sequences
title_short The law of the iterated logarithm for LNQD sequences
title_sort law of the iterated logarithm for lnqd sequences
topic Research
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5758723/
https://www.ncbi.nlm.nih.gov/pubmed/29367823
http://dx.doi.org/10.1186/s13660-017-1607-5
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