LAW OF ITERATED LOGARITHM AND UPPER-LOWER CLASS TESTS FOR PARTIAL SUMS OF STATIONARY GAUSSIAN SEQUENCES

被引：10

作者：

LAI, TL ^{[1
]}

STOUT, W ^{[1
]}

机构：

[1] UNIV ILLINOIS, DEPT MATH, URBANA, IL 61801 USA

来源：

关键词：

D O I：

10.1214/aop/1176995425

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：

引用

页码：731 / 750

页数：20

共 15 条

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[3]

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[4] UPPER AND LOWER FUNCTIONS FOR MARTINGALES AND MIXING PROCESSES [J].

JAIN, NC ;

JOGDEO, K ;

STOUT, WF .

[5] GAUSSIAN PROCESSES, MOVING AVERAGES AND QUICK DETECTION PROBLEMS [J].

LAI, TL .

[6]

LUKACS E, 1970, CHARACTERISTIC FUNCT

[7]

MARCUS MB, 1971, 6TH P BERK S MATH ST, V2, P423

[8]

OREY S, 1971, 6TH P BERK S MATH ST, V2, P443

[9] LAW OF ITERATED LOGARITHM FOR STATIONARY GAUSSIAN PROCESSES [J].

PATHAK, PK ;

QUALLS, C .

[10]

PHILIPP W, 1975, 161 AM MATH SOC MEM