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A central limit theorem for self-normalized sums of a linear process

✍ Scribed by Mindaugas Juodis; Alfredas Račkauskas


Book ID
108267419
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
150 KB
Volume
77
Category
Article
ISSN
0167-7152

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📜 SIMILAR VOLUMES


A central limit theorem for self-normali
✍ M.P Quine 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 100 KB

We give conditions under which the self-normalized product of independent and identically distributed (i.i.d) random variables X1; X2; : : :, where \* denotes the sum over all n-1-long sequences of integers 16i1¡i2¡ • • • ¡in-16n, is asymptotically normally distributed as n → ∞.