A law of the iterated logarithm for moving average processes |
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| Authors: | Chen Pingyan Wu Jianmin |
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| Affiliation: | (1) College of Mathematical Sciences, Wuhan University, 430072 Wuhan, China;(2) Department of Computer Science, Huazhong University of Science and Technology, 430074 Wuhan, China |
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| Abstract: | Chover-type law of iterated logarithm for moving average process of stable random variables with exponent α(0<α<1) was obtained. Supported by the National Natural Science Foundation of China Chen Pingyan: born in 1968, Ph.D graduate student |
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| Keywords: | stable distribution moving average LIL |
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