The Law of the Iterated Logarithm for Linear Processes Generated by a Sequence of Stationary Independent Random Variables under the Sub-Linear Expectation

In this paper, we obtain the law of iterated logarithm for linear processes in sub-linear expectation space. It is established for strictly stationary independent random variable sequences with finite second-order moments in the sense of non-additive capacity.

Detalles Bibliográficos
Autores principales: Liu, Wei, Zhang, Yong
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8534869/
https://www.ncbi.nlm.nih.gov/pubmed/34682037
http://dx.doi.org/10.3390/e23101313

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8534869/
https://www.ncbi.nlm.nih.gov/pubmed/34682037
http://dx.doi.org/10.3390/e23101313

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