A note on the Chover-type law of the iterated logarithm for the weighted partial sums of α-mixing sequences
Guang-hui Cai and
Xue-yan Pan
Statistics & Probability Letters, 2015, vol. 107, issue C, 150-156
Abstract:
Let {Xi,i≥1} be a sequence of α-mixing random variables, {ani,1≤i≤n,n≥1} be an array of real numbers, under the restriction of ∑i=1nani2=O(n), for all n≥1, the authors discuss the Chover-type law of the iterated logarithm for the weighted partial sums of α-mixing sequences. The results obtained improve and generalize the results by Trapani (2014).
Keywords: Weighted partial sums; α-mixing sequences; Chover-type law of the iterated logarithm (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:107:y:2015:i:c:p:150-156
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DOI: 10.1016/j.spl.2015.08.013
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