Further research on limit theorems for self-normalized sums

Yong Zhang

Communications in Statistics - Theory and Methods, 2020, vol. 49, issue 2, 385-402

Abstract: In this paper, we show that self-normalized versions of central limit theorem and almost sure central limit theorem hold with more general weight sequence both for i.i.d. random sequence and ϕ−mixing sequence. Our conclusions generalize and improve the known results from the logarithmic averages which used traditionally in almost sure central limit theorem to some general averages.

Date: 2020
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DOI: 10.1080/03610926.2018.1543767

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