Self-normalized laws of the iterated logarithm

DOI10.1214/AOP/1176991175zbMATH Open0687.60033OpenAlexW2056164156MaRDI QIDQ1263161FDOQ1263161

Publication date: 1989

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991175

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law of the iterated logarithm Feller class cluster set domain of attraction of a stable law domain of attraction of a Gaussian law

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Cited In (62)

On the rates of the almost sure convergence for self-normalized law of the iterated logarithm
Title not available (Why is that?)
Universal normalization in the law of the iterated logarithm
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On the other LIL for variables without finite variance
Self-normalized Wittmann's laws of iterated logarithm in Banach space
Self-normalized moderate deviation and laws of the iterated logarithm under \(G\)-expectation
Uniform asymptotic normality of self-normalized weighted sums of random variables
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A self-normalized law of the iterated logarithm for the geometrically weighted random series
Self-normalized lag increments of partial sums
Limit properties for ratios of order statistics from exponentials
Precise asymptotics in complete moment convergence for self-normalized sums
Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws.
Further refinement of self-normalized Cramér-type moderate deviations
Asymptotics for self-normalized random products of sums of i.i.d. random variables
Title not available (Why is that?)
On the self-normalized bounded laws of iterated logarithm in Banach space.
Strassen-type law of the iterated logarithm for self-normalized increments of sums
Cluster sets of self-normalized sums
A weak invariance principle for self-normalized products of sums of mixing sequences
Towards a universal self-normalized moderate deviation
A Berry-Esséen bound for Student's statistic in the non-i. i. d. case
Donsker's theorem for self-normalized partial sums processes
A nonclassical law of the iterated logarithm for self-normalized partial sums
Bahadur efficiency and robustness of Studentized score tests
Precise asymptotes in self-normalized sums of iterated logarithm for multidimensionally indexed random variables
Self-normalization: taming a wild population in a heavy-tailed world
Laws of the iterated logarithm for self-normalised Lévy processes at zero
A strong approximation of self-normalized sums
Self-normalized moderate deviations for independent random variables
A self-normalized Erdős-Rényi type strong law of large numbers
Limit theorems for ratios of order statistics from uniform distributions
Precise asymptotics in the deviation probability series of self-normalized sums
Self-normalized moderate deviations for random walk in random scenery
An almost sure central limit theorem for self-normalized partial sums
An almost sure central limit theorem for self-normalized products of sums of i.i.d. random variables
Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences
Self-normalized Cramér-type large deviations for independent random variables.
Cramér type moderate deviation theorems for self-normalized processes
On the other law of the iterated logarithm for self-normalized sums
Precise asymptotics in the self-normalized law of the iterated logarithm
Self-normalized moderate deviations and lils
Darling-Erdős theorem for self-normalized sums
Change in the mean in the domain of attraction of the normal law via Darling-Erdős theorems
Strassen-type law of the iterated logarithm for self-normalized sums
Process convergence of self-normalized sums of i.i.d. random variables coming from domain of attraction of stable distributions
Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions
On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors
Limit theorems for self-normalized linear processes
On the bounded laws of iterated logarithm in Banach space
An almost sure central limit theorem for self-normalized weighted sums
Further research on limit theorems for self-normalized sums
Self-normalized large deviations under sublinear expectation
The law of the iterated logarithm for the rescaled R/S statistics without the second moment
A general result on almost sure central limit theorem for self-normalized sums for mixing sequences
An extension of almost sure central limit theorem for self-normalized products of sums for mixing sequences
A self-normalized central limit theorem for Markov random walks
Self-normalized LIL for Hanson-Russo type increments
Self-normalized large deviations
Invariance principles for adaptive self-normalized partial sums processes.

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