Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes
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- A Theorem on Products of Random Variables, With Application to Regression
- An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications
- Convergence in distribution of Lévy processes at small times with self-normalization
- Finiteness of integrals of functions of Lévy processes
- Generalized densities of order statistics
- Gnedenko-Raikov's theorem, central limit theory, and the weak law of large numbers
- Inference in Lévy-type stochastic volatility models
- Limit distributions of Studentized means.
- Limit distributions of self-normalized sums
- On Compactness Properties of the Exit Position of a Random Walk From an Interval
- On the LIL for self-normalized sums of IID random variables
- On the asymptotic normality of self-normalized sums
- On the rate of growth of the overshoot and the maximum partial sum
- Passage of Lévy processes across power law boundaries at small times
- Passage times of random walks and Lévy processes across power law boundaries
- Ratios of trimmed sums and order statistics
- Self-Normalized Processes
- Stability and attraction to normality for Lévy processes at zero and at infinity
- Stability of the overshoot for Lévy processes
- Stochastic Processes in Science, Engineering and Finance
- The asymptotic distribution of self-normalized triangular arrays
- The growth of random walks and Levy processes
- Tightness of the Student \(t\)-statistic
- Weak convergence of probability measures and random functions in the function space D[0,∞)
- When does a randomly weighted self-normalized sum converge in distribution?
- When is the Student \(t\)-statistic asymptotically standard normal?
Cited in
(20)- Tightness and convergence of trimmed Lévy processes to normality at small times
- Randomly weighted self-normalized Lévy processes
- Self-standardized central limit theorems for trimmed Lévy processes
- Convergence of trimmed Lévy processes to trimmed stable random variables at 0
- Stochastic compactness of Lévy processes
- Distributional representations and dominance of a Lévy process over its maximal jump processes
- On a conjecture of Seneta on regular variation of truncated moments
- Intrinsic small time estimates for distribution densities of Lévy processes
- A generalization result regarding the small and large scale behavior of infinitely divisible processes
- Matrix normalised stochastic compactness for a Lévy process at zero
- Laws of the iterated logarithm for self-normalised Lévy processes at zero
- Functional laws for trimmed Lévy processes
- Matrix normalized convergence of a Lévy process to normality at zero
- Compactness and continuity properties for a Lévy process at a two-sided exit time
- A characterization of small and large time limit laws for self-normalized Lévy processes
- Stability and attraction to normality for Lévy processes at zero and at infinity
- Intermittency in the small-time behavior of Lévy processes
- Convergence in distribution of Lévy processes at small times with self-normalization
- Darling-Erdős theorem for Lévy processes at zero
- Erratum to: The asymptotic distribution of self-normalized triangular arrays
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