Abstract
Consider weighted sums of independent variables with a common distribution function in the domain of attraction of a stable law. Peng and Qi (2003) established the Chover-type law of the iterated logarithm. This paper extends the law to a larger class of weighted sums. As an application, it is shown that the Chover-type law of the iterated logarithm for products of sums holds when the underlying distribution is in the domain of attraction of a stable law with an exponent larger than one.
Original language | English (US) |
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Pages (from-to) | 45-60 |
Number of pages | 16 |
Journal | Sankhya: The Indian Journal of Statistics |
Volume | 68 |
Issue number | 1 |
State | Published - Feb 1 2006 |
Keywords
- Domain of attraction
- Laws of the iterated logarithm
- Product of sum
- Stable law
- Weighted sum