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Volumn 75, Issue 1, 1998, Pages 51-65

Self-normalized moderate deviations and lils

Author keywords

60F15; Law of the iterated logarithm; Moderate deviations; Primary 60F10; Self normalized partial sums

Indexed keywords


EID: 0002361771     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(98)00007-6     Document Type: Article
Times cited : (8)

References (10)
  • 6
    • 0000139327 scopus 로고
    • Self-normalized laws of the iterated logarithm
    • Griffin P., Kuelbs J. Self-normalized laws of the iterated logarithm. Ann. Probab. 17:1989;1571-1601.
    • (1989) Ann. Probab. , vol.17 , pp. 1571-1601
    • Griffin, P.1    Kuelbs, J.2
  • 7
    • 0039640141 scopus 로고
    • Moderate deviations for double arrays with applications to moving average processes
    • Preprint.
    • Jiang, T., 1995. Moderate deviations for double arrays with applications to moving average processes, Gaussian processes and Cesaro's sums. Preprint.
    • (1995) Gaussian Processes and Cesaro's Sums
    • Jiang, T.1
  • 8
    • 0002470053 scopus 로고
    • Limit theorems including the effect of large deviations when Cramér's condition is violated
    • Nagaev A.V. Limit theorems including the effect of large deviations when Cramér's condition is violated. Isz. AN UzSSR, ser. fiz-matem. 6:1969;17-22.
    • (1969) Isz. AN UzSSR, Ser. Fiz-matem , vol.6 , pp. 17-22
    • Nagaev, A.V.1
  • 9
    • 0031531828 scopus 로고
    • Self-normalized large deviations
    • Shao, Q.M., 1995. Self-normalized large deviations. Ann. Probab. 25, 285-328.
    • (1995) Ann. Probab. , vol.25 , pp. 285-328
    • Shao, Q.M.1
  • 10
    • 85033878014 scopus 로고
    • Asymptotic expansions of the probability of large deviations for sums of independent random variables under violation of Cramér's condition
    • Vinogradov V.V. Asymptotic expansions of the probability of large deviations for sums of independent random variables under violation of Cramér's condition. Theor. Probab. Math. Statist. 31:1985;21-27.
    • (1985) Theor. Probab. Math. Statist. , vol.31 , pp. 21-27
    • Vinogradov, V.V.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.