On LIL behaviour for moving averages of some infinitely divisible random measures
We study LIL's for moving averages of Banach space valued (deterministic) functions wrt. homogeneous infinitely divisible independently scattered random measures on metrizable LCA topological groups.
Year of publication: |
1994
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Authors: | Albin, J. M. P. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 49.1994, 1, p. 99-110
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Publisher: |
Elsevier |
Keywords: | upper and lower class upper and lower function LIL zero-one law moving average infinitely divisible process Lévy process stationary process stable process random integral regular variation |
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