| THE LAW OF ITERATED LOGARITHM FOR R／S STATISTICS |
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| 引用本文： | 林正炎.THE LAW OF ITERATED LOGARITHM FOR R／S STATISTICS[J].数学物理学报(B辑英文版),2005,25(2):326-330. |
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| 作者姓名： | 林正炎 |
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| 作者单位： | DepartmentofMathematics,ZhejiangUniversity,XixiCampus,Hangzhou310028,China |
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| 基金项目： | Project Supported by NSFC (10131040)
SRFDP (2002335090) |
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| 摘 要： | 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.
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| 关 键 词： | R／S统计学 迭代算法定律 强逼近 随机变量 |
| 收稿时间： | 14 August 2002 |
THE LAW OF ITERATED LOGARITHM FOR R/S STATISTICS |
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| LIN Zhengyan.THE LAW OF ITERATED LOGARITHM FOR R/S STATISTICS[J].Acta Mathematica Scientia,2005,25(2):326-330. |
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| Authors: | LIN Zhengyan |
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| Institution: | Department of Mathematics, Zhejiang University, Xixi Campus, Hangzhou 310028, China |
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| 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. |
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| Keywords: | R/S statistics law of iterated logarithm strong approximation |
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