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) |
|---|---|
| Pages (from-to) | 45-60 |
| Number of pages | 16 |
| Journal | Sankhya: The Indian Journal of Statistics |
| Volume | 68 |
| Issue number | 1 |
| State | Published - Feb 2006 |
Keywords
- Domain of attraction
- Laws of the iterated logarithm
- Product of sum
- Stable law
- Weighted sum