Self-normalized lag increments of partial sums

Wensheng Wang

Statistics & Probability Letters, 2002, vol. 58, issue 1, 41-51

Abstract: Using a suitable self-normalizing (or studentizing) factor for lag sums of i.i.d. random variables, a self-normalized lag increment theorem of partial sums is established.

Keywords: Lag; increments; of; partial; sum; Self-normalization; Domain; of; attraction; of; a; normal; law; Law; of; the; iterated; logarithm (search for similar items in EconPapers)
Date: 2002
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