A weak invariance principle for self-normalized products of sums of mixing sequences

DOI10.1007/S11766-008-0207-ZzbMath1174.60011OpenAlexW2011331326MaRDI QIDQ1003934

Wei Huang, Ke Ang Fu

Publication date: 6 March 2009

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-008-0207-z

zbMATH Keywords

Wiener processdomain of attraction of the normal lawself-normalized product

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Related Items (2)

Invariance Principles for Products ofU-Statistics Without Variance ⋮ The weak convergence for self-normalized \(U\)-statistics with dependent samples

Cites Work

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• Asymptotics for self-normalized random products of sums of i.i.d. random variables
• Self-normalized laws of the iterated logarithm
• Self-normalized large deviations
• Limit distributions for products of sums.
• Donsker's theorem for self-normalized partial sums processes
• Asymptotics for products of sums and \(U\)-statistics
• A note on asymptotic distribution of products of sums
• Optimal rates of convergence in the CLT for quadratic forms
• Weak invariance principle for mixing sequences in the domain of attraction of normal law

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