A Law of the Iterated Logarithm for Moving Average Processes
A Law of the Iterated Logarithm for Moving Average Processes作者机构：Wuhan University College of Mathematical Sciences Wuhan China (GRID:grid.49470.3e) (ISNI:***) Huazhong University of Science and Technology Department of Computer Science Wuhan China (GRID:grid.33199.31) (ISNI:***)
出 版 物：《Wuhan University Journal of Natural Sciences》 (武汉大学学报（自然科学英文版）)
年 卷 期：1999年第4卷第1期
页 面：10-12页
学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学]
主 题：stable distribution moving average LIL
摘 要：Chover type law of iterated logarithm for moving average process of stable random variables with exponent α(0α1) was obtained.
维普期刊数据库
同方期刊数据库