Upper-lower class tests and frequency results along subsequences

István Berkes and Michel Weber

Stochastic Processes and their Applications, 2005, vol. 115, issue 4, 679-700

Abstract: We characterize, by means of an integral test, the upper and lower classes associated with the law of the iterated logarithm for subsequences. We also prove strong laws for the frequency of indices in connection with the lower class.

Keywords: Law; of; the; iterated; logarithm; Subsequences; Upper; and; lower; classes; Stationary; Gaussian; sequences (search for similar items in EconPapers)
Date: 2005
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