Loading...
Please wait, while we are loading the content...
Similar Documents
On weighted approximations in D[0, 1] with applications to self-normalized partial sum processes
| Content Provider | Semantic Scholar |
|---|---|
| Author | Csörgo, Miklós Szyszkowicz, Barbara Wang, Q. |
| Copyright Year | 2007 |
| Abstract | Let X,X1,X2,… be a sequence of non-degenerate i.i.d. random variables with mean zero. The best possible weighted approximations are investigated in D[0, 1] for the partial sum processes {S[nt], 0 ≦ t ≦ 1} where Sn = Σj=1nXj, under the assumption that X belongs to the domain of attraction of the normal law. The conclusions then are used to establish similar results for the sequence of self-normalized partial sum processes {S[nt]=Vn, 0 ≦ t ≦ 1}, where Vn2 = Σj=1nXj2. Lp approximations of self-normalized partial sum processes are also discussed. |
| Starting Page | 307 |
| Ending Page | 332 |
| Page Count | 26 |
| File Format | PDF HTM / HTML |
| DOI | 10.1007/s10474-008-7216-5 |
| Volume Number | 121 |
| Alternate Webpage(s) | https://arxiv.org/pdf/0711.1384v1.pdf |
| Alternate Webpage(s) | http://arxiv.org/pdf/0711.1384v1.pdf |
| Alternate Webpage(s) | https://doi.org/10.1007/s10474-008-7216-5 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
