CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2008, 24(3) 225-239 DOI:      ISSN: 1001-4268 CN: 31-1256

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Keywords
Linear processes
functional law of the iterated logarithm
strong approximations
law of the iterated logarithm.
Authors
Tan Xili
Zhao Shishun
Yang Xiaoyun
PubMed
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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.  
Received 1900-01-01 Revised 1900-01-01 Online:  
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Corresponding Authors: Tan Xili
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