Asymptotics for the Moment Convergence of <inline-formula> <graphic file="1029-242X-2010-350517-i1.gif"/></inline-formula>-Statistics in LIL

oleh: Fu Ke-Ang

Format: Article
Diterbitkan: SpringerOpen 2010-01-01

Deskripsi

<p/> <p>Let <inline-formula> <graphic file="1029-242X-2010-350517-i2.gif"/></inline-formula> be a <inline-formula> <graphic file="1029-242X-2010-350517-i3.gif"/></inline-formula>-statistic based on a symmetric kernel <inline-formula> <graphic file="1029-242X-2010-350517-i4.gif"/></inline-formula> and i.i.d. samples <inline-formula> <graphic file="1029-242X-2010-350517-i5.gif"/></inline-formula>. In this paper, the exact moment convergence rates in the law of the iterated logarithm and the law of the logarithm of <inline-formula> <graphic file="1029-242X-2010-350517-i6.gif"/></inline-formula> are obtained, which extend previous results concerning partial sums.</p>