An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables

DOI10.1080/03610926.2013.776688zbMath1343.60026OpenAlexW2067514657MaRDI QIDQ5739164

Tian-Xiao Pang, Kyo-Shin Hwang, Zheng Yan Lin

Publication date: 15 July 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.776688

zbMATH Keywords

domain of attractionnormal lawalmost sure central limit theoremstrict stationarityself-normalized partial sums\(\phi\)-mixing sequences

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items (2)

Limit theorems for linear processes generated by ρ-mixing sequence ⋮ Further research on limit theorems for self-normalized sums

Cites Work

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• A note on the almost sure central limit theorem
• An invariance principle for \(\phi\)-mixing sequences
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• A note on the almost sure central limit theorem for weakly dependent random variables
• Donsker's theorem for self-normalized partial sums processes
• The Berry-Esseen bound for Student's statistic
• Limit distributions of self-normalized sums
• On Strong Versions of the Central Limit Theorem
• An almost everywhere central limit theorem

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