Self-normalized moderate deviations and lils

Amir Dembo and Qi-Man Shao

Stochastic Processes and their Applications, 1998, vol. 75, issue 1, 51-65

Abstract: Let be i.i.d. -valued random variables. We prove partial moderate deviation principles for self-normalized partial sums subject to minimal moment assumptions. Applications to the self-normalized law of the iterated logarithm are also discussed.

Keywords: Moderate; deviations; Self-normalized; partial; sums; Law; of; the; iterated; logarithm (search for similar items in EconPapers)
Date: 1998
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