Self-normalized lag increments of partial sums

DOI10.1016/S0167-7152(02)00101-3zbMath1004.60025OpenAlexW2094156600MaRDI QIDQ1613101

R. Smith

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00101-3

zbMATH Keywords

law of iterated logarithmself-normalizationdomain of attraction of a normal lawlag increments of partial sums

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Large deviations (60F10)

Cites Work

• Some results on increments of the Wiener process with applications to lag sums of i.i.d. random variables
• Self-normalized laws of the iterated logarithm
• Studentized increments of partial sums
• Self-normalized large deviations
• Some limit results for lag sums of independent, non-i.i.d., random variables

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