Chover-type laws of the iterated logarithm for weighted sums

Liang Peng and Yongcheng Qi

Statistics & Probability Letters, 2003, vol. 65, issue 4, 401-410

Abstract: In this paper, a Chover-type law of the iterated logarithm is established for the weighted sums of independent and identically distributed random variables with a distribution in the domain of attraction of a stable law.

Keywords: Almost; sure; convergence; Chover-type; law; of; the; iterated; logarithm; Stable; law; Weighted; sum (search for similar items in EconPapers)
Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(03)00293-1
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:65:y:2003:i:4:p:401-410

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().