Asymptotics for sums of a function of normalized independent sums
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Abstract: We derive a central limit theorem for sums of a function of independent sums of independent and identically distributed random variables. In particular we show that previously known result from Rempala and Wesolowski (Statist. Probab. Lett. 74 (2005) 129--138), which can be obtained by applying the logarithm as the function, holds true under weaker assumptions.
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Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- A note on asymptotic distribution of products of sums
- Asymptotics for products of independent sums with an application to Wishart determinants
- Asymptotics for products of sums and \(U\)-statistics
- Complete Convergence and the Law of Large Numbers
- Complete convergence and almost sure convergence of weighted sums of random variables
- Limit distributions for products of sums.
Cited in
(9)- On the asymptotic normality of trigonometric and related sums of random variables
- Moment equalities for sums of random variables via integer partitions and Faa di Bruno's formula
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- scientific article; zbMATH DE number 4163817 (Why is no real title available?)
- Non-linear functionals preserving normal distribution and their asymptotic normality
- On the asymptotic behavior of randomly weighted averages
- A note on the ASCLT for triangular arrays of random variables with an extension to U-statistics
- On the functional limits for sums of a function of partial sums
- A central limit theorem of dependent sums of standard exponential functionals motivated by extreme value theory
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