Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences

DOI10.1080/07362990601139487zbMath1115.60027OpenAlexW2167705580MaRDI QIDQ5899430

Zheng Yan Lin, Wei-Dong Liu

Publication date: 4 June 2007

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990601139487

zbMATH Keywords

productslognormal distributiondomain of attraction of the normal lawself-normalized

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (4)

A general result on almost sure central limit theorem for self-normalized sums for mixing sequences ⋮ An almost sure central limit theorem for self-normalized products of sums of i.i.d. random variables ⋮ An almost sure central limit theorem for self-normalized weighted sums ⋮ An extension of almost sure central limit theorem for self-normalized products of sums for mixing sequences

Cites Work

• Self-normalized laws of the iterated logarithm
• The asymptotic distribution of sums of records
• A Cramér type large deviation result for Student's \(t\)-statistic
• Self-normalized large deviations
• Central limit theorem for linear processes
• When is the Student \(t\)-statistic asymptotically standard normal?
• Donsker's theorem for self-normalized partial sums processes
• Optimal rates of convergence in the CLT for quadratic forms
• Weak invariance principle for mixing sequences in the domain of attraction of normal law
• On mixing sequences of sets
• On the central limit theorem for the sum of a random number of independent random variables
• Unnamed Item

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