Precise Asymptotics in the Law of Iterated Logarithm for Moving Average Process under Dependence

Abstract

Let be a doubly infinite sequence of identically distributed and -mixing random variables, and let be an absolutely summable sequence of real numbers. In this paper, we get precise asymptotics in the law of the logarithm for linear process , , which extend Liu and Lin's (2006) result to moving average process under dependence assumption.