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Between local and global logarithmic averages

István Berkes and Lajos Horvath

Statistics & Probability Letters, 1996, vol. 30, issue 4, 369-378

Abstract: We obtain an approximation for the logarithmic averages of I{k1/2a(k) [less-than-or-equals, slant] S(k) [less-than-or-equals, slant] k1/2b(k)}, where a(k) --> 0, b(k) --> 0 (k --> [infinity]) and S(k) is partial sum of independent, identically distributed random variables.

Keywords: Logarithmic; averages; Ornstein-Uhlenbeck; process; Invariance; principles (search for similar items in EconPapers)
Date: 1996
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Handle: RePEc:eee:stapro:v:30:y:1996:i:4:p:369-378