Title of article
Self-normalized moderate deviations and lils
Author/Authors
Dembo، نويسنده , , Amir and Shao، نويسنده , , Qi-Man Shao، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
15
From page
51
To page
65
Abstract
Let {Xn,n⩾1} be i.i.d. Rd-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 , Law of the iterated logarithm , Self-normalized partial sums
Journal title
Stochastic Processes and their Applications
Serial Year
1998
Journal title
Stochastic Processes and their Applications
Record number
1576238
Link To Document