Journal of the Korean Mathematical Society (대한수학회지)
- Volume 33 Issue 4
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- Pages.909-928
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- 1996
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- 0304-9914(pISSN)
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- 2234-3008(eISSN)
AN EMPIRICAL LIL FOR STATIONARY MARTINGALE DIFFERENCES: AN INVARIANCE PRINCIPLE APPROACH
Abstract
In this paper, an empirical law of the iterated logarithm is investigated in the context of a stationary and ergodic martingale differences whose values taking in a measurable space.
Keywords
- Stationary martingale differences;
- empirical LIL;
- invariance principle;
- empirical CLT;
- Markov chains;
- Baker's transformation