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A NONCLASSICAL LAW OF THE ITERATED LOGARITHM FOR I.I.D. SQUARE INTEGRABLE RANDOM VARIABLES

โœ Scribed by Klesov, Oleg; Rosalsky, Andrew

Book ID
124161383
Publisher
Taylor and Francis Group
Year
2001
Tongue
English
Weight
164 KB
Volume
19
Category
Article
ISSN
0736-2994

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๐Ÿ“œ SIMILAR VOLUMES

A law of iterated logarithm for the wave
A law of iterated logarithm for the wavelet transforms of i.i.d. random variables
โœ Haiyan Cai ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 106 KB

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