Abstract
A process X(t) is self-similar with index H >0 if the finite-dimensional distributions of X(at) are identical to those of a X(t) for all a >0. Consider self-similar processes X(t) that are Gaussian or that can be represented through Wiener-Ito integrals. the paper surveys functional laws of the iterated logarithm for such processes X(t) and for sequences whose normalized sums converge weakly to X(t). the goal is to motivate the results by including outline of proofs and by highlighting relationships between the various assumptions.
Original language | English |
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Pages (from-to) | 77-115 |
Number of pages | 39 |
Journal | Communications in Statistics. Stochastic Models |
Volume | 1 |
Issue number | 1 |
DOIs | |
State | Published - 1985 |
Externally published | Yes |