A functional law of the iterated logarithm for associated sequences

Recently, a functional central limit theorem and a Berry-Essen Theorem have been demonstrated for classes or associated random variables. Using these results, and similar results for multiplicative sequences, we show a functional law of the iterated logarithm for associated sequences satisfying a rate requirement.

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Year of publication:	1985
Authors:	Dabrowski, AndréRobert
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 3.1985, 4, p. 209-212
Publisher:	Elsevier
Keywords:	associated variables functional law of iterated logarithm

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313945