Law of iterated logarithm for random subsequences

Let (Xn, n [greater-or-equal, slanted] 1) be a sequence of i.i.d. positive valued random variables with a common distribution function F and let Sn = [Sigma]nj=1 Xj, n [greater-or-equal, slanted] 1. When F belongs to the domain of partial attraction of a positive semi-stable law, Chover's form of the law of the iterated logarithm has been obtained for random subsequences of (Sn).

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Year of publication:	1991
Authors:	Vasudeva, R. ; Divanji, G.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 12.1991, 3, p. 189-194
Publisher:	Elsevier
Keywords:	Law of iterated logarithm random subsequences domain of partial attraction semi-stable law

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

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