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Strong Approximation Theorems for Independent Random Variables and Their Applications

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  • Shao, Q. M.
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    Abstract

    This 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.

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    File URL: http://www.sciencedirect.com/science/article/B6WK9-45S956M-33/2/cbdb57d71b0dc5a337752a29652be6c6
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 52 (1995)
    Issue (Month): 1 (January)
    Pages: 107-130

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    Handle: RePEc:eee:jmvana:v:52:y:1995:i:1:p:107-130

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    Cited by:
    1. Chang, Yoosoon, 2002. "Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency," Working Papers 2000-01, Rice University, Department of Economics.
    2. Hidalgo, Javier & Seo, Myung Hwan, 2013. "Testing for structural stability in the whole sample," Journal of Econometrics, Elsevier, vol. 175(2), pages 84-93.
    3. 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.
    4. repec:cep:stiecm:em/2011/558 is not listed on IDEAS
    5. Raluca Balan & Kulik, 2005. "Self-Normalized Weak Invariance Principle for Mixing Sequences," RePAd Working Paper Series lrsp-TRS417, Département des sciences administratives, UQO.
    6. repec:cep:stiecm:em/2013/561 is not listed on IDEAS
    7. 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.

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