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The law of the iterated logarithm for LNQD sequences
1College of Mathematics, Jilin University, Changchun, 130012 P.R. China.
Abstract:
Let [Formula: see text] be a stationary LNQD sequence of random variables with zero means and finite variance. In this paper, by the Kolmogorov type maximal inequality and Stein's method, we establish the result of the law of the iterated logarithm for LNQD sequence with less restriction of moment conditions. We also prove the law of the iterated logarithm for a linear process generated by an LNQD sequence with the coefficients satisfying [Formula: see text] by a Beveridge and Nelson decomposition.
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