Precise asymptotics in the law of the logarithm for the rescaled range statistic |
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Authors: | Tian-Xiao Pang Zheng-Yan Lin Kyo-Shin Hwang |
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Affiliation: | Department of Mathematics, Yuquan Campus, Zhejiang University, Hangzhou 310027, PR China |
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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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