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
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
Journal title :
Stochastic Processes and their Applications