On the LIL for self-normalized sums of IID random variables

DOI10.1023/A:1022675620729zbMath0919.60047OpenAlexW1482583618MaRDI QIDQ1266782

David M. Mason, Evarist Giné M.

Publication date: 31 August 1999

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022675620729

zbMATH Keywords

law of the iterated logarithmself-normalized sums

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Related Items (7)

Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws. ⋮ The Hurst phenomenon and the rescaled range statistic ⋮ Erratum to: The asymptotic distribution of self-normalized triangular arrays ⋮ Towards a universal self-normalized moderate deviation ⋮ Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes ⋮ Laws of the iterated logarithm for self-normalised Lévy processes at zero ⋮ The asymptotic distribution of self-normalized triangular arrays

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