The Law of the Iterated Logarithm for Linear Processes Generated by a Sequence of Stationary Independent Random Variables under the Sub-Linear Expectation
In this paper, we obtain the law of iterated logarithm for linear processes in sub-linear expectation space. It is established for strictly stationary independent random variable sequences with finite second-order moments in the sense of non-additive capacity.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-10-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/23/10/1313 |