A law of the iterated logarithm for geometrically weighted martingale difference sequences

Pierre Picco, Maria Eulália Vares

Type: Article

Publication Date: 1994-04-01

Citations: 10

DOI: https://doi.org/10.1007/bf02214275

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Locations

Journal of Theoretical Probability - View

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Works Cited by This (18)

Action	Title	Year	Authors
+	A Converse to the Law of the Iterated Logarithm for a Random Walk	1981	A. I. Martikainen
+ PDF Chat	Probability Theory: Independence, Interchangeability, Martingales	1998	Robert Lund Y. S. Chow Henry Teicher
+ PDF Chat	Monotonicity of the Variance Under Truncation and Variations of Jensen's Inequality	1969	Y. S. Chow W. J. Studden
+ PDF Chat	A martingale analogue of Kolmogorov's law of the iterated logarithm	1970	William Stout
+ PDF Chat	On the Law of the Iterated Logarithm	1974	Henry Teicher
+ PDF Chat	General One-Sided Laws of the Iterated Logarithm	1981	William E. Pruitt
+ PDF Chat	A New Proof of the Hartman-Wintner Law of the Iterated Logarithm	1983	A. de Acosta
+ PDF Chat	Upper and Lower Functions for Martingales and Mixing Processes	1975	Naresh C. Jain Kumar Jogdeo William Stout
+ PDF Chat	On Tail Probabilities for Martingales	1975	David A. Freedman
+ PDF Chat	The Hartman-Wintner Law of the Iterated Logarithm for Martingales	1970	William Stout