Almost sure central limit theorem for self-normalized products of partial sums of negatively associated sequences

Qunying Wu

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 6, 2593-2606

Abstract: Let X, X1, X2, … be a stationary sequence of negatively associated positive random variables. A universal result in almost sure central limit theorem for the self-normalized products of partial sums (∏i=1k(Si/(μi)))μ/(βVk)$(\scriptstyle\prod _{i=1}^{k}(S_i/(\mu i)))^{\mu /(\beta V_k)}$ is established, where Sn=∑i=1nXi,Vn2=∑i=1nXi2,μ=EX$S_n=\sum _{i=1}^nX_i, V^2_n=\sum _{i=1}^nX^2_i, \mu =\mathbb {E}X$.

Date: 2017
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2015.1006786 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:6:p:2593-2606

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2015.1006786

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().