An extension of almost sure central limit theorem for self-normalized products of sums for mixing sequences

Yong Zhang

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 22, 6625-6640

Abstract: Let X, X1, X2, … be a sequence of strictly stationary φ-mixing random variables with EX = μ > 0. In this paper, we show that a self-normalized version of almost sure central limit theorem (ASCLT) holds under the assumptions that the mixing coefficients satisfy ∑∞n = 1φ1/2(2n)

Date: 2016
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DOI: 10.1080/03610926.2014.963619

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