A Law of the Iterated Logarithm for Moving Average Processes

A Law of the Iterated Logarithm for Moving Average Processes

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摘要 Chover type law of iterated logarithm for moving average process of stable random variables with exponent α(0<α<1) was obtained. Chover type law of iterated logarithm for moving average process of stable random variables with exponent α(0<α<1) was obtained.

作者 Chen Pingyan Wu Jianmin

出处《Wuhan University Journal of Natural Sciences》 CAS 1999年第1期10-12,共3页 武汉大学学报（自然科学英文版）

关键词 stable distribution moving average LIL stable distribution,moving average,LIL

分类号 O173 [理学—数学]

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Wuhan University Journal of Natural Sciences

1999年第1期

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A Law of the Iterated Logarithm for Moving Average Processes

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