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

DOI10.1016/j.jmaa.2007.09.054zbMath1140.60023OpenAlexW2093288586MaRDI QIDQ2470516

Jian-Feng Wang, Tian-Xiao Pang, Zhang, Lixin

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)

Related Items (11)

On the other LIL for variables without finite variance ⋮ Precise asymptotics in the deviation probability series of self-normalized sums ⋮ Second moment convergence rates for uniform empirical processes ⋮ Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift ⋮ A nonclassical law of the iterated logarithm for self-normalized partial sums ⋮ Precise asymptotics in the law of the iterated logarithm for statistic ⋮ The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process ⋮ Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications ⋮ Asymptotic behaviours for the trajectory fitting estimator in Ornstein–Uhlenbeck process with linear drift ⋮ Precise asymptotics in complete moment convergence for self-normalized sums ⋮ Precise Asymptotics in Complete Moment Convergence of Parameter Estimator in the Gaussian Autoregressive Process

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