Strong Approximation Theorems for Independent Random Variables and Their Applications
AbstractThis paper provides an elementary way to establish the general strong approximation theorems for independent random variables by using two special results of Sakhanenko. Applications to the law of the iterated logarithm and the strong law of large numbers are discussed.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 52 (1995)
Issue (Month): 1 (January)
Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Chang, Yoosoon, 2004.
"Bootstrap unit root tests in panels with cross-sectional dependency,"
Journal of Econometrics,
Elsevier, vol. 120(2), pages 263-293, June.
- Yoosoon Chang, 2000. "Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency," Cowles Foundation Discussion Papers 1251, Cowles Foundation for Research in Economics, Yale University.
- Yoosoon Chang, 2000. "Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency," Econometric Society World Congress 2000 Contributed Papers 1585, Econometric Society.
- Javier Hidalgo-Moreno & Myung Hwan Seo, 2012. "Testing for structural stability in the whole sample," Economics Working Papers we1236, Universidad Carlos III, Departamento de Economía.
- Menshikov, M.V. & Wade, Andrew R., 2008. "Logarithmic speeds for one-dimensional perturbed random walks in random environments," Stochastic Processes and their Applications, Elsevier, vol. 118(3), pages 389-416, March.
- Javier Hidalgo & Myung Hwan Seo, 2012. "Testing for Structural Stability in the Whole Sample," STICERD - Econometrics Paper Series /2013/561, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- repec:cep:stiecm:em/2011/558 is not listed on IDEAS
- Csörgo, Miklós & Norvaisa, Rimas & Szyszkowicz, Barbara, 1999. "Convergence of weighted partial sums when the limiting distribution is not necessarily Radon," Stochastic Processes and their Applications, Elsevier, vol. 81(1), pages 81-101, May.
- Javier Hidalgo & Myunghwan Seo, 2011. "Testing For Structural Stability In The Whole Sample," STICERD - Econometrics Paper Series /2011/558, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wendy Shamier).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.