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ZHANG Yong, YANG Xiaoyun, DONG Zhishan
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Abstract: Let {εt,t∈Z} be a strictly stationary sequence defined on a probability space (Ω,F,P) such that Eε0= 0, and E|ε0|p<∞, for some p >2. And the sequence {εt,t∈Z}is assumed to satisfy the strong mixingconditions. {aj, j∈Z}is a sequence of real numbers with . Using the weak convergence theorem of the linear process generated by strong mixing sequences and the moment inequalities of strong mixing sequences, we studied the precise asymptotics of a kind of weighted infinite series ofunder the conditions of bn=O(1/log log n).
Key words: strong mixing sequences, linear process, the law of the iterated logarithm, precise asym ptotics
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ZHANG Yong, YANG Xiaoyun, DONG Zhishan. Precise Asymptotics of Law of Iterated Logarithm for Linear Process Generated by Strong Mixing Sequences[J].J4, 2007, 45(03): 325-330.
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http://xuebao.jlu.edu.cn/lxb/EN/Y2007/V45/I03/325
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