A remark on self-normalization for dependent random variables

DOI10.1007/s10986-005-0020-9zbMath1102.60021OpenAlexW2092027092MaRDI QIDQ852264

Alfredas Račkauskas, Mindaugas Juodis

Publication date: 28 November 2006

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-005-0020-9

zbMATH Keywords

domain of attractionnormal lawweak dependence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items (6)

Self-normalized limit theorems for linear processes generated by \(\rho\)-mixing innovations ⋮ Self-normalized Cramér-type moderate deviations under dependence ⋮ On Beveridge-Nelson decomposition and limit theorems for linear random fields ⋮ Self-normalization: taming a wild population in a heavy-tailed world ⋮ A note on self-normalization for a simple spatial autoregressive model ⋮ The Self-normalized Asymptotic Results for Linear Processes

Cites Work

• Self-normalized large deviations
• The Berry-Esseen bound for Student's statistic
• Limit distributions of self-normalized sums
• Unnamed Item

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