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Precise asymptotics in the law of the logarithm for the rescaled range statistic
Authors:Tian-Xiao Pang  Zheng-Yan Lin  Kyo-Shin Hwang
Affiliation:Department of Mathematics, Yuquan Campus, Zhejiang University, Hangzhou 310027, PR China
Abstract:For a sequence of i.i.d. zero mean random variables belonging to the domain of attraction of the normal law, two results concerning the rescaled range statistic are investigated in this paper. More specifically, we obtain precise asymptotics in the law of the logarithm related to complete convergence and a.s. convergence under some mild conditions.
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