Functional law of iterated logarithm for normalized integrals of processes with weak dependence
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.
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| Datum: | 1997 |
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| Hauptverfasser: | , , , |
| Format: | Artikel |
| Sprache: | Russisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
1997
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/5022 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | 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. |
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