A remark on self-normalization for dependent random variables

DOI10.1007/S10986-005-0020-9MaRDI QIDQ852264zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

weak dependencedomain of attractionnormal law

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1149763 (Why is no real title available?)
• Limit distributions of self-normalized sums
• Self-normalized large deviations
• The Berry-Esseen bound for Student's statistic

Cited in

(8)

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

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