A remark on self-normalization for dependent random variables

DOI10.1007/S10986-005-0020-9zbMATH Open1102.60021OpenAlexW2092027092MaRDI QIDQ852264FDOQ852264

Authors: Mindaugas Juodis, Alfredas Račkauskas 

Publication date: 28 November 2006

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-005-0020-9

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zbMATH Keywords

weak dependencedomain of attractionnormal law

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Cites Work

• The Berry-Esseen bound for Student's statistic
• Limit distributions of self-normalized sums
• Self-normalized large deviations
• Title not available (Why is that?)

Cited In (8)

• The Self-normalized Asymptotic Results for Linear Processes
• Self-normalization: taming a wild population in a heavy-tailed world
• Pseudo-maximization and self-normalized processes
• A note on self-normalization for a simple spatial autoregressive model
• Self-normalized Cramér-type moderate deviations under dependence
• Self-normalized limit theorems for linear processes generated by \(\rho\)-mixing innovations
• On Beveridge-Nelson decomposition and limit theorems for linear random fields
• A self-normalized central limit theorem for Markov random walks

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