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 :
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