Abstract
In this paper, a Chover-type law of the iterated logarithm is established for the weighted sums of independent and identically distributed random variables with a distribution in the domain of attraction of a stable law.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 401-410 |
| Number of pages | 10 |
| Journal | Statistics and Probability Letters |
| Volume | 65 |
| Issue number | 4 |
| DOIs | |
| State | Published - Dec 15 2003 |
Keywords
- Almost sure convergence
- Chover-type law of the iterated logarithm
- Stable law
- Weighted sum