An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables. Issue 12 (17th June 2016)

• Record Type: Journal Article
• Authors: Lin, Zhengyan; Pang, Tian-Xiao; Hwang, Kyo-Shin
• Is Part Of: Communications in statistics. Volume 45:Issue 12(2016)
• Page Start: 3411
• Page End: 3420
• Publication Date: 2016-06-17
• Subjects: Almost sure central limit theorem -- φ-mixing -- Domain of attraction of the normal law -- Self-normalized partial sum -- Strictly stationary.; 60F15; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2013.776688
• Languages: English
• ISSNs: 0361-0926

Abstract

Abstract: We give here an almost sure central limit theorem for self-normalized partial sums of a strictly stationary φ-mixing sequences which is in the domain of attraction of the normal law with mean zero and possibly infinite variance. Our result substantially extend a result on the almost sure central limit theorem previously obtained by Huang and Pang (2010).