Tan Xili, Zhao Shishun, Yang Xiaoyun. Strong Approximation and the Law of the Iterated Logarithm for Linear Processes[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(3): 225-239.
Citation:
Tan Xili, Zhao Shishun, Yang Xiaoyun. Strong Approximation and the Law of the Iterated Logarithm for Linear Processes[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(3): 225-239.
Tan Xili, Zhao Shishun, Yang Xiaoyun. Strong Approximation and the Law of the Iterated Logarithm for Linear Processes[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(3): 225-239.
Citation:
Tan Xili, Zhao Shishun, Yang Xiaoyun. Strong Approximation and the Law of the Iterated Logarithm for Linear Processes[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(3): 225-239.
Strong Approximation and the Law of the Iterated Logarithm for Linear Processes
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.
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