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

DOI10.1016/J.JMAA.2007.09.054MaRDI QIDQ2470516zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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• Convergence Rates in the Law of Large Numbers
• Darling-Erdős theorem for self-normalized sums
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• On a Theorem of Hsu and Robbins
• Precise asymptotics in Spitzer's law of large numbers
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• Self-normalized Cramér-type large deviations for independent random variables.
• Self-normalized large deviations
• Self-normalized laws of the iterated logarithm
• The Berry-Esseen bound for Student's statistic
• When is the Student \(t\)-statistic asymptotically standard normal?

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• Self-normalized laws of the iterated logarithm
• Precise Asymptotics in Complete Moment Convergence of Parameter Estimator in the Gaussian Autoregressive Process
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• 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
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• Precise asymptotics in the law of the iterated logarithm for statistic
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• Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift
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• A SUPPLEMENT TO PRECISE ASYMPTOTICS IN THE LAW OF THE ITERATED LOGARITHM FOR SELF-NORMALIZED SUMS

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