Journal of Theoretical Probability

, Volume 8, Issue 2, pp 347–360 | Cite as

The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequences

  • Hwai-Chung Ho
Article

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.

Key Words

Law of the iterated logarithm non-instantaneous filters strongly dependent sequence long-range dependence 

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Copyright information

© Plenum Publishing Corporation 1995

Authors and Affiliations

  • Hwai-Chung Ho
    • 1
  1. 1.Institute of Statistical ScienceAcademia SinicaTaiwan

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