A law of iterated logarithm for the wavelet transforms of i.i.d. random variables

2002 ◽  
Vol 60 (1) ◽  
pp. 121-127
Author(s):  
Haiyan Cai
Entropy ◽  
2021 ◽  
Vol 23 (10) ◽  
pp. 1313
Author(s):  
Wei Liu ◽  
Yong Zhang

In this paper, we obtain the law of iterated logarithm for linear processes in sub-linear expectation space. It is established for strictly stationary independent random variable sequences with finite second-order moments in the sense of non-additive capacity.


2014 ◽  
Vol 2014 ◽  
pp. 1-8 ◽  
Author(s):  
Yan Wang ◽  
Mingzhi Mao ◽  
Xiaohua Hu ◽  
Tingting He

This paper mainly discusses some dynamics asymptotic properties of autoregressive processes. By using them-dependence of random variables, we prove the least squares (LS) estimator of the unknown parameters satisfies the law of iterated logarithm.


2021 ◽  
Vol 6 (10) ◽  
pp. 11076-11083
Author(s):  
Haichao Yu ◽  
◽  
Yong Zhang

<abstract><p>Let $ \{Y_n, n\geq 1\} $ be sequence of random variables with $ EY_n = 0 $ and $ \sup_nE|Y_n|^p &lt; \infty $ for each $ p &gt; 2 $ satisfying Rosenthal type inequality. In this paper, the law of the iterated logarithm for a class of random variable sequence with non-identical distributions is established by the Rosenthal type inequality and Berry-Esseen bounds. The results extend the known ones from i.i.d and NA cases to a class of random variable satisfying Rosenthal type inequality.</p></abstract>


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