Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129705 | Statistics & Probability Letters | 2017 | 11 Pages |
Abstract
Let {X,Xn}nâN be a weakly stationary sequence of Ïâ-mixing random variables. We discussed the almost sure central limit theorem for the self-normalized partial sums Sn/βVn, where Sn=âi=1nXi, Vn2=âi=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 Ïâ-mixing sequences and from dk=1/k  to dk=lnckclexp(lnαck),0â¤Î±<1/2.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Feng Xu, Qunying Wu,