Chover-type laws of the iterated logarithm for weighted sums of ρ ∗ -mixing sequences

Guang-hui Cai

International Journal of Stochastic Analysis, 2006, vol. 2006, 1-7

Abstract:

To derive a Baum-Katz-type result, we establish a Chover-type law of the iterated logarithm for the weighted sums of ρ ∗ -mixing and identically distributed random variables with a distribution in the domain of a stable law. Our result obtained not only generalizes the main results of Peng and Qi (2003) and Qi and Cheng (1996) to ρ ∗ -mixing sequences of random variables, but also improves them.

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:065023

DOI: 10.1155/JAMSA/2006/65023

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