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5. THE LAW OF ITERATED LOGARITHM FOR R/S STATISTICS

THE LAW OF ITERATED LOGARITHM FOR R/S STATISTICS

来源 :数学物理学报（英文版） | 被引量 : 0次 | 上传用户：qq2285387

【摘 要】

：

A law of iterated logarithm for R/S statistics with the help of the strong approximations of R/S statistics by functions of a Wiener process is shown.

【作 者】

：

LIN Zhengyan 

【机 构】

：

Department of Mathematics

【出 处】

：

数学物理学报（英文版）

【发表日期】

：

2004年期

【关键词】

：

R/S statistics law of iterated logarithm strong approximation 

【基金项目】

：

SRFDP;国家自然科学基金

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A law of iterated logarithm for R/S statistics with the help of the strong approximations of R/S statistics by functions of a Wiener process is shown.

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