The Moments of the Maximum of Normalized Partial Sums Related to Laws of the Iterated Logarithm Under the Sub-Linear Expectation∗

Let [[EQUATION]] be a sequence of independent and identically distributed random variables on a sub-linear expectation space, [[EQUATION]]. We consider the moments of [[EQUATION]]. The sufficient and necessary conditions for the moments to be finite are given. As an application, we obtain the law of the iterated logarithm for moving average processes of independent and identically distributed random variables

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Year of publication:	[2022]
Authors:	Zhang, Lixin
Publisher:	[S.l.] : SSRN
Subject:	Schätztheorie \| Estimation theory

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Extent:	1 Online-Ressource (13 p)
Type of publication:	Book / Working Paper
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013297038