Precise asymptotics in the law of the logarithm for the rescaled range statistic

被引：0

作者：

Pang, Tian-Xiao ^{[1
]}

Lin, Zheng-Yan ^{[1
]}

Hwang, Kyo-Shin ^{[1
]}

机构：

[1] Zhejiang Univ, Dept Math, Hangzhou 310027, Zhejiang, Peoples R China

来源：

JOURNAL OF THE KOREAN STATISTICAL SOCIETY | 2013年 / 42卷 / 02期

基金：

中国国家自然科学基金;

关键词：

Precise asymptotics; Rescaled range statistic; Law of the logarithm; Domain of attraction of the normal law; Complete convergence; A.s; convergence; R/S STATISTICS; ITERATED LOGARITHM; LARGE NUMBERS; RATES;

D O I：

10.1016/j.jkss.2012.07.003

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For a sequence of i.i.d. zero mean random variables belonging to the domain of attraction of the normal law, two results concerning the rescaled range statistic are investigated in this paper. More specifically, we obtain precise asymptotics in the law of the logarithm related to complete convergence and a.s. convergence under some mild conditions. (C) 2012 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.

引用

页码：177 / 189

页数：13

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