arXiv subjects
Publications and source records attributed to Yu Miao.
In the paper, the law of the iterated logarithm for additive functionals of Markov chains is obtained under some weak conditions, which are weaker than the conditions of invariance principle of additive functionals of Markov chains in M. Maxwell and M. Woodroofe (2000). The main technique is the martingale argument and the theory of fractional coboundaries.
Hörmann (2006) gave an extension of almost sure central limit theorem for bounded Lipschitz 1 function. In this paper, we show that his result of almost sure central limit theorem is also hold for any Lipschitz function under stronger conditions.
In this paper, we obtain the central limit theorems for LS estimator in simple linear errors-in-variables (EV) regression models under some mild conditions. And we also show that those conditions are necessary in some sense.