Moments for self-normalized partial sums

DOI10.1016/J.SPA.2025.104810MaRDI QIDQ6887543zbMATH OpenFDO

Authors Muneya Matsui, T. Mikosch, Olivier Wintenberger

Publication date 9 December 2025

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2025.104810

zbMATH Keywords

momentsratio limitsregularly varying sequenceself-normalized sums

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20)

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