کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5129705 1489850 2017 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Almost sure central limit theorem for self-normalized partial sums of ρ−-mixing sequences
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Almost sure central limit theorem for self-normalized partial sums of ρ−-mixing sequences
چکیده انگلیسی

Let {X,Xn}n∈N be a weakly stationary sequence of ρ−-mixing random variables. We discussed the almost sure central limit theorem for the self-normalized partial sums Sn/βVn, where Sn=∑i=1nXi, Vn2=∑i=1nXi2, constant β>0. Our results generalize and improve those on almost sure central limit theorems obtained by previous authors from the independent case to ρ−-mixing sequences and from dk=1/k  to  dk=lnckclexp(lnαck),0≤α<1/2.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 129, October 2017, Pages 17-27
نویسندگان
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