Donsker's theorem for self-normalized partial sums processes

DOI10.1214/aop/1055425777zbMath1045.60020OpenAlexW2048442989MaRDI QIDQ1431485

Qiying Wang, Miklós Csörgő, Barbara Szyszkowicz

Publication date: 10 June 2004

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

Full work available at URL: https://projecteuclid.org/euclid.aop/1055425777

zbMATH Keywords

self-normalized sumsDonsker's theoremarc sine law

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

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