Functional law of iterated logarithm for normalized integrals of processes with weak dependence

• Дата: 1997
• Автори: Bondarev, B. V., Korolev, M. E., Бондарев, Б. В., Королев, М. Е.
• Формат: Стаття
• Мова: Російська; Англійська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 1997
• Онлайн доступ: https://umj.imath.kiev.ua/index.php/umj/article/view/5022
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

For normalized integrals of processes with weak dependence, we prove the law of iterated logarithm in the Strassen form. The results obtained are used for the construction of a curvilinear confidence region in which a solution of an equation with small parameter is sought.