Some extensions of the LIL via self-normalizations

DOI10.1214/AOP/1176990551zbMATH Open0722.60028OpenAlexW2072976526MaRDI QIDQ756248FDOQ756248

Publication date: 1991

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990551

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Mathematics Subject Classification ID

Strong limit theorems (60F15)

Cited In (23)

Self-normalized Wittmann's laws of iterated logarithm in Banach space
Kolmogorov and Erdős test for self-normalized sums.
Kolmogorov type law of the logarithm for arrays
Self-normalized lag increments of partial sums
Precise asymptotics in complete moment convergence for self-normalized sums
Some results on two-sided LIL behavior
Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws.
Relation between the rate of convergence of strong law of large numbers and the rate of concentration of Bayesian prior in game-theoretic probability
Further refinement of self-normalized Cramér-type moderate deviations
On the self-normalized bounded laws of iterated logarithm in Banach space.
A Berry-Esséen bound for Student's statistic in the non-i. i. d. case
Laws of the iterated logarithm for self-normalised Lévy processes at zero
Feller's upper-lower class test in Euclidean space
An extension of Lai and Wei's law of the iterated logarithm with applications to time series analysis and regression
Limit distributions of norms of vectors of positive i. i. d. random variables
Precise asymptotics in the deviation probability series of self-normalized sums
Cramér type moderate deviation theorems for self-normalized processes
On the other law of the iterated logarithm for self-normalized sums
Darling-Erdős theorem for self-normalized sums
Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions
On the bounded laws of iterated logarithm in Banach space
Self-normalized large deviations under sublinear expectation
Self-normalized LIL for Hanson-Russo type increments

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