An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables

作者：Lin, Zhengyan; Pang, Tian-Xiao; Hwang, Kyo-Shin^*

来源：Communications in Statistics - Theory and Methods, 2016, 45(12): 3411-3420.

DOI：10.1080/03610926.2013.776688

• Almost sure central limit theorem
• phi-mixing
• Domain of attraction of the normal law
• Self-normalized partial sum
• Strictly stationary
• 60F15

We give here an almost sure central limit theorem for self-normalized partial sums of a strictly stationary phi-mixing sequences which is in the domain of attraction of the normal law with mean zero and possibly infinite variance. Our result substantially extend a result on the almost sure central limit theorem previously obtained by Huang and Pang (2010).

• 出版日期2016
• 单位浙江大学