Upper-lower class tests and frequency results along subsequences

We characterize, by means of an integral test, the upper and lower classes associated with the law of the iterated logarithm for subsequences. We also prove strong laws for the frequency of indices in connection with the lower class.

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Year of publication:	2005
Authors:	Berkes, István ; Weber, Michel
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 115.2005, 4, p. 679-700
Publisher:	Elsevier
Keywords:	Law of the iterated logarithm Subsequences Upper and lower classes Stationary Gaussian sequences

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

Persistent link: https://www.econbiz.de/10008874510