Article ID Journal Published Year Pages File Type
5129705 Statistics & Probability Letters 2017 11 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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