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| Keywords | |
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Linear processes |
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functional law of the iterated logarithm |
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strong approximations |
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law of the iterated logarithm. |
| Authors | |
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Tan Xili |
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Zhao Shishun |
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Yang Xiaoyun |
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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)
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.