Abstract
It is shown in the present paper that the upper-half law of the iterated logarithm with the usual norming rate\(\sqrt {N\log \log N} \) still holds for certain class of non-instantaneous filters of strongly dependent Gaussian sequences.
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Ho, HC. The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequences. J Theor Probab 8, 347–360 (1995). https://doi.org/10.1007/BF02212883
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DOI: https://doi.org/10.1007/BF02212883