A log log-law for double sequences of random variables I
β Scribed by F. Eicker
- Publisher
- Springer
- Year
- 1970
- Tongue
- English
- Weight
- 985 KB
- Volume
- 16
- Category
- Article
- ISSN
- 1432-2064
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
When it comes to modeling dependent random variables, not surprisingly, the multivariate normal distribution has received the most attention because of its many appealing properties. However, when it comes to practical implementation, the same family of distribution is often rejected for modeling fi
Strong laws of large numbers are established for the weighted sums of i.i.d. random variables which have higher-order moment condition. One of the results of Bai and Cheng (2000, Statist. Probab. Lett. 46, 105 -112) is extended.
We apply a general result on the law of iterated logarithm to the wavelet transforms of i.i.d. random variables and show that a version of this law holds under some regularity conditions on the wavelet. This result provides asymptotic estimates of the rate of decay of the wavelet coe cients at inter