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A law of the iterated logarithm for martingales. (English) Zbl 0299.60045

MSC:
60F99 Limit theorems in probability theory
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[1] Chow, Y. S., Studden, W. J.: Monotonicity of the variance under truncation and variations of Jensen’s inequality. Ann. Math. Statist. 40, 1106-1108 (1969) · Zbl 0204.53102 · doi:10.1214/aoms/1177697619
[2] Chow, Y. S., Teicher, H.: Iterated logarithm laws for weighted averages. Z. Wahrscheinlichkeitstheorie verw. Gebiete 26, 87-94 (1973) · Zbl 0298.60015 · doi:10.1007/BF00533478
[3] Heyde, C. C.: An iterated logarithm result for martingales and its application in estimation theory for autoregressive processes. J. Appl. Probability 10, 146-157 (1973) · Zbl 0258.60039 · doi:10.2307/3212502
[4] Stout, W. F.: A martingale analogue of Kolmogorov’s law of the iterated logarithm. Z. Wahrscheinlichkeitstheorie verw. Gebiete 15, 279-290 (1970) · Zbl 0209.49004 · doi:10.1007/BF00533299
[5] Stout, W. F.: The Hartman-Wintner law of the iterated logarithm for martingales. Ann. Math. Statist. 41, 2158-2160 (1970) · Zbl 0235.60046 · doi:10.1214/aoms/1177696721
[6] Teicher, Henry: On the law of the iterated logarithm. Ann. Probability 2, 714-728 (1974) · Zbl 0286.60013 · doi:10.1214/aop/1176996614
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