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Ӧ�ø��ͳ�� 2008, 24(3) 225-239 DOI: ISSN: 1001-4268 CN: 31-1256

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Strong Approximation and the Law of the Iterated Logarithm for Linear Processes

Tan Xili, Zhao Shishun, Yang Xiaoyun

College of Mathematics, Beihua University; Institute of Mathematics, Jilin University (Qianwei Campus)

Abstract: In this paper, we prove strong approximations and the functional law
of the iterated logarithm for linear processes generated by i.i.d. random variables, and give the law of the iterated logarithm for linear processes generated by NA random variables.

Keywords: Linear processes functional law of the iterated logarithm strong approximations law of the iterated logarithm.

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