Local limit theorem for the distibution of sn

DOI10.1080/07474948908836189zbMATH Open0706.60038OpenAlexW1974189667MaRDI QIDQ3486586FDOQ3486586

Authors Kiheon Choi

Publication date 1989

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474948908836189

zbMATH Keywords

stopping timelocal limit theoremasymptotically independentexcess over the boundary

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Renewal theory (60K05)

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Cites work

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• A nonlinear renewal theory with applications to sequential analysis II
• A nonlinear renewal theory with applications to sequential analysis. I
• A renewal theorem for curved boundaries and moments of first passage times
• Boundary crossing probabilities and statistical applications
• Fixed accuracy estimation of an autoregressive parameter
• Renewal theory for m-dependent variables
• Sequential analysis. Tests and confidence intervals
• Sequential estimation of the mean of a first-order stationary autoregressive process

Cited in

(6)

• scientific article; zbMATH DE number 5592160 (Why is no real title available?)
• On the distribution of the last exit time over a slowly growing linear boundary for a Gaussian process
• scientific article; zbMATH DE number 1294099 (Why is no real title available?)
• A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process
• Almost sure local limit theorem for the Dickman distribution
• Local limit theorem in the case of convergence to a law of class L

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