Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences

DOI10.1080/07362990701419938zbMath1123.60302OpenAlexW4256677642MaRDI QIDQ5901238

Wei-Dong Liu, Zheng Yan Lin

Publication date: 21 September 2007

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990701419938

zbMATH Keywords

productslognormal distributiondomain of attraction of the normal lawself-normalized

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (5)

Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance ⋮ On the almost sure central limit theorem for self-normalized products of partial sums of \(\phi \)-mixing random variables ⋮ Limit distribution for products of sums of partial sums of linear processes generated by NSD sequence ⋮ Moderate deviations principle for products of sums of random variables ⋮ Weak convergence of products of sums of independent and non-identically distributed random variables

Cites Work

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• Self-normalized laws of the iterated logarithm
• The asymptotic distribution of sums of records
• A Cramér type large deviation result for Student's \(t\)-statistic
• Self-normalized large deviations
• Central limit theorem for linear processes
• When is the Student \(t\)-statistic asymptotically standard normal?
• Donsker's theorem for self-normalized partial sums processes
• Asymptotics for products of sums and \(U\)-statistics
• Optimal rates of convergence in the CLT for quadratic forms
• On mixing sequences of sets
• On the central limit theorem for the sum of a random number of independent random variables

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