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A weak invariance principle for self-normalized products of sums of mixing sequences

✍ Scribed by Ke-ang Fu; Wei Huang


Book ID
107500838
Publisher
SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
Year
2008
Tongue
English
Weight
169 KB
Volume
23
Category
Article
ISSN
1005-1031

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πŸ“œ SIMILAR VOLUMES


The moderate deviation principle for sel
✍ Bin Qian; Jun Yan πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 326 KB

The corresponding moderate deviation principle follows. The Central Limit theorem has been recently obtained by Pang, Lin and Hwang [T.X. Pang, Z.Y. Lin, K.S. Hwang, Asymptotics for self-normalized random products of sums of i.i.d. random variables, J. Math. Anal. Appl. 334 (2007) 1246-1259].