Weak Convergence of Self-normalized Partial Sums Processes

Author:

Csörgő Miklós,Hu Zhishui

Publisher

Springer New York

Reference30 articles.

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2. Chistyakov, G.P., Götze, F.: Limit distributions of Studentized means. Ann. Probab. 32, 28–77 (2004)

3. Csörgő, M., Horváth, L.: Asymptotic representations of self-normalized sums. Probab. Math. Stat. 9, 15–24 (1988)

4. Csörgő, M., Szyszkowicz, B., Wang, Q.: Donsker’s theorem for self-normalized partial sums processes. Ann. Probab. 31, 1228–1240 (2003)

5. Csörgő, M., Szyszkowicz, B., Wang, Q.: On weighted approximations and strong— limit theorems for self-normalized partial sums processes. In: Horváth, L., Szyszkowicz, B. (eds.) Asymptotic Methods in Stochastics. Fields Institute Communications, vol. 44, pp. 489–521. American Mathematical Society, Providence (2004)

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1. The self-normalized Donsker theorem revisited;Modern Stochastics: Theory and Applications;2017-09-18

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