A strong approximation of self-normalized sums

DOI10.1007/s11425-012-4434-7zbMath1260.60051OpenAlexW1534154518MaRDI QIDQ1935715

Miklós Csörgő, Zhishui Hu

Publication date: 19 February 2013

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-012-4434-7

zbMATH Keywords

strong approximationself-normalized sumsdomain of attraction of the normal law

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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A self-normalized law of the iterated logarithm for the geometrically weighted random series, On the other LIL for variables without finite variance

Cites Work

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