Functional law of iterated logarithm for normalized integrals of processes with weak dependence

Authors

  • B. V. Bondarev
  • M. E. Korolev

Abstract

For normalized integrals of processes with weak dependence, we prove the law of iterated logarithm in the Strassen form. The results obtained are used for the construction of a curvilinear confidence region in which a solution of an equation with small parameter is sought.

Published

25.04.1997

Issue

Section

Research articles