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A SUPPLEMENT TO PRECISE ASYMPTOTICS IN THE LAW OF THE ITERATED LOGARITHM FOR SELF-NORMALIZED SUMS
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 Title & Authors
A SUPPLEMENT TO PRECISE ASYMPTOTICS IN THE LAW OF THE ITERATED LOGARITHM FOR SELF-NORMALIZED SUMS
Hwang, Kyo-Shin;
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 Abstract
Let X, , , ... be i.i.d. random variables with zero means, variance one, and set , . Gut and [3] established the precise asymptotics in the law of the iterated logarithm and Li, Nguyen and Rosalsky [7] generalized their result under minimal conditions. If P() is replaced by E{}+ in their results, the new one is called the moment version of precise asymptotics in the law of the iterated logarithm. We establish such a result for self-normalized sums, when X belongs to the domain of attraction of the normal law.
 Keywords
precise asymptotics;law of iterated logarithm;self-normalized sums;
 Language
English
 Cited by
 References
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