A law of the iterated logarithm for geometrically weighted series of negatively associated random variables
Wei Huang
Statistics & Probability Letters, 2003, vol. 63, issue 2, 133-143
Abstract:
Let {Xn; n[greater-or-equal, slanted]0} be a sequence of negatively associated random variables. we consider its geometrically weighted series [xi]([beta])=[summation operator]n=0[infinity][beta]nXn for 0
Keywords: Negatively; associated; random; variables; Geometrically; weighted; series; The; law; of; the; iterated; logarithm (search for similar items in EconPapers)
Date: 2003
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