SELF-NORMALIZED WEAK LIMIT THEOREMS FOR A ø-MIXING SEQUENCE

- Journal title : Bulletin of the Korean Mathematical Society
- Volume 47, Issue 6, 2010, pp.1139-1153
- Publisher : The Korean Mathematical Society
- DOI : 10.4134/BKMS.2010.47.6.1139

Title & Authors

SELF-NORMALIZED WEAK LIMIT THEOREMS FOR A ø-MIXING SEQUENCE

Choi, Yong-Kab; Moon, Hee-Jin;

Choi, Yong-Kab; Moon, Hee-Jin;

Abstract

Let {} be a strictly stationary -mixing sequence of non-degenerate random variables with = 0. In this paper, we establish a self-normalized weak invariance principle and a central limit theorem for the sequence {} under the condition that L(x) := is a slowly varying function at , without any higher moment conditions.

Keywords

self-normalized random variables;invariance principle;central limit theorem;mixing sequence;

Language

English

Cited by

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