A LAW OF THE ITERATED LOGARITHM FOR DOUBLE ARRAYS OF INDEPENDENT RANDOM-VARIABLES WITH APPLICATIONS TO REGRESSION AND TIME-SERIES MODELS

被引:45
作者
LAI, TL [1 ]
WEI, CZ [1 ]
机构
[1] UNIV MARYLAND,DEPT MATH,COLLEGE PK,MD 20742
关键词
D O I
10.1214/aop/1176993860
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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页码:320 / 335
页数:16
相关论文
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[11]   ITERATED LOGARITHM THEOREM FOR SOME WEIGHTED AVERAGES OF INDEPENDENT RANDOM VARIABLES [J].
TOMKINS, RJ .
ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (02) :760-&