Acta mathematica scientia,Series B ›› 2005, Vol. 25 ›› Issue (2): 326-330.

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THE LAW OF ITERATED LOGARITHM FOR R/S STATISTICS

 LIN Zheng-Yan   

  • Online:2005-04-20 Published:2005-04-20
  • Supported by:

    Project Supported by NSFC (10131040) and SRFDP
    (2002335090)

Abstract:

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.

Key words:  R/S statistics,;law of iterated logarithm;strong approximation

CLC Number: 

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