Chover-type laws of the iterated logarithm for weighted sums

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.

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Year of publication:	2003
Authors:	Peng, Liang ; Qi, Yongcheng
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 65.2003, 4, p. 401-410
Publisher:	Elsevier
Keywords:	Almost sure convergence Chover-type law of the iterated logarithm Stable law Weighted sum

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

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