Sequential estimation in processes with independent increments
نویسندگان
چکیده
منابع مشابه
Limsup behaviors of multi-dimensional selfsimilar processes with independent increments
Laws of the iterated logarithm of “limsup” type are studied for multidimensional selfsimilar processes {X(t)} with independent increments having exponent H . It is proved that, for any positive increasing function g(t) with lim t→∞ g(t) = ∞, there is C ∈ [0,∞] such that lim sup |X(t)|/(tHg(| log t|)) = C a.s. as t → ∞, in addition, as t → 0. A necessary and sufficient condition for the existenc...
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ژورنال
عنوان ژورنال: Banach Center Publications
سال: 1980
ISSN: 0137-6934,1730-6299
DOI: 10.4064/-6-1-325-332