Limit theorems for self-normalized linear processes

DOI10.1016/J.SPL.2006.04.043zbMATH Open1112.60013OpenAlexW2162072508MaRDI QIDQ866593FDOQ866593

Authors: Rafał Kulik 

Publication date: 14 February 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.04.043

Recommendations

• The self-normalized asymptotic results for linear processes
• A central limit theorem for self-normalized sums of a linear process
• Self-normalized limit theorems for linear processes generated by \(\rho\)-mixing innovations
• Self-normalized limit theorems in probability and statistics
• Self-Normalized Processes
• Limit theorems for self-normalized large deviation
• Self-normalized limit theorems: a survey
• A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations
• Functional central limit theorems for self-normalized partial sums of linear processes
• scientific article; zbMATH DE number 4124709

zbMATH Keywords

linear processesweak invariance principleself-normalized

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Cites Work

• Title not available (Why is that?)
• Time series: theory and methods
• Asymptotics for linear processes
• Self-normalized laws of the iterated logarithm
• When is the Student \(t\)-statistic asymptotically standard normal?
• Donsker's theorem for self-normalized partial sums processes
• The Berry-Esseen bound for Student's statistic
• Limit distributions of self-normalized sums
• Student's t-Test Under Symmetry Conditions
• The asymptotic distribution of self-normalized triangular arrays
• Title not available (Why is that?)
• Title not available (Why is that?)
• Self-normalized large deviations
• A limit theorem for sample maxima and heavy branches in Galton–Watson trees
• Darling-Erdős theorem for self-normalized sums
• Asymptotics for moving average processes with dependent innovations
• Invariance principles for adaptive self-normalized partial sums processes.
• Gnedenko-Raikov's theorem, central limit theory, and the weak law of large numbers

Cited In (17)

• Functional central limit theorems for self-normalized partial sums of linear processes
• The Self-normalized Asymptotic Results for Linear Processes
• Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions
• Asymptotic properties of the \(R/S\) statistics for linear processes
• A functional limit theorem for self-normalized products of sums under dependence assumption
• Title not available (Why is that?)
• The functional CLT for linear processes generated by mixing random variables with infinite variance
• Limit theory for bilinear processes with heavy-tailed noise
• Title not available (Why is that?)
• Central limit theorem for linear processes with infinite variance
• A remark on self-normalization for dependent random variables
• Invariance principle for indepent random variables with infinite variance
• Self-normalized limit theorems for linear processes generated by \(\rho\)-mixing innovations
• A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations
• A central limit theorem for self-normalized sums of a linear process
• A self-normalized central limit theorem for Markov random walks
• Asymptotic properties of self-normalized linear processes with long memory

This page was built for publication: Limit theorems for self-normalized linear processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q866593)