Iterated logarithm type behavior for weighted sums of i.i.d. random variables

For a sequence of i.i.d. mean 0 random variables with weighted partial sums where w(t),0<=t<=1 is a Lipschitz function of order 1 with , necessary and sufficient conditions are provided for X to enjoy iterated logarithm type behavior of the form almost surely where h([dot operator]) is a positive, nondecreasing function which is slowly varying at infinity. Some corollaries are presented for particular choices of h([dot operator]).

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Year of publication:	2009
Authors:	Li, Deli ; Qi, Yongcheng ; Rosalsky, Andrew
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 5, p. 643-651
Publisher:	Elsevier

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005259082