Precise asymptotics in the self-normalized law of the iterated logarithm

DOI10.1016/J.JMAA.2007.09.054zbMATH Open1140.60023OpenAlexW2093288586MaRDI QIDQ2470516FDOQ2470516

Authors: Jianfeng Wang, Tian-Xiao Pang, Lixin Zhang 

Publication date: 14 February 2008

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2007.09.054

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zbMATH Keywords

law of the iterated logarithmself-normalized sumsprecise asymptotics

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Cites Work

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• Precise asymptotics in the law of the iterated logarithm.
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• Self-normalized Cramér-type large deviations for independent random variables.
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• A Cramér type large deviation result for Student's \(t\)-statistic
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Cited In (24)

• Asymptotic behaviours for the trajectory fitting estimator in Ornstein-Uhlenbeck process with linear drift
• On the rates of the almost sure convergence for self-normalized law of the iterated logarithm
• Title not available (Why is that?)
• Precise asymptotics in complete moment convergence for self-normalized sums
• The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process
• Precise asymptotics in Chung's law of the iterated logarithm
• Precise Asymptotics in Complete Moment Convergence of Parameter Estimator in the Gaussian Autoregressive Process
• Self-normalized laws of the iterated logarithm
• Second moment convergence rates for uniform empirical processes
• A nonclassical law of the iterated logarithm for self-normalized partial sums
• Precise asymptotes in self-normalized sums of iterated logarithm for multidimensionally indexed random variables
• Precise asymptotics in the law of the iterated logarithm for statistic
• Precise asymptotics in the law of the iterated logarithm*
• Precise asymptotics in the law of the iterated logarithm.
• Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift
• Precise asymptotics in the law of the logarithm for the rescaled range statistic
• Precise asymptotics in the deviation probability series of self-normalized sums
• Title not available (Why is that?)
• A supplement to precise asymptotics in the law of the iterated logarithm
• On the other LIL for variables without finite variance
• Asymptotics in the Law of the Iterated Logarithm
• The law of the iterated logarithm for independent random variables with multidimensional indices
• Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications
• A SUPPLEMENT TO PRECISE ASYMPTOTICS IN THE LAW OF THE ITERATED LOGARITHM FOR SELF-NORMALIZED SUMS

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