A note on functional CLT for truncated sums

Vladimir Pozdnyakov

Statistics & Probability Letters, 2003, vol. 61, issue 3, 277-286

Abstract: Let {X,Xi}i[greater-or-equal, slanted]1 be i.i.d. random variables with a symmetric continuous distribution and EX2=[infinity], and {bn}n[greater-or-equal, slanted]1 be a sequence of increasing positive numbers. When X belongs to the Feller class, and nP(X>bn)~[gamma]n[short up arrow][infinity], a functional CLT for the truncated sums Sn=[summation operator]i=1nXiIXi[less-than-or-equals, slant]bn is proved.

Keywords: Functional; CLT; Truncated; sums; Trimmed; sums; Martingale (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (1)

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