Invariance principle for independent random variables with infinite variance
| Autor: | Mindaugas Juodis |
|---|---|
| Jazyk: | English<br />Lithuanian |
| Rok vydání: | 2023 |
| Předmět: | |
| Zdroj: | Lietuvos Matematikos Rinkinys, Vol 46, Iss spec. (2023) |
| Druh dokumentu: | article |
| ISSN: | 0132-2818 2335-898X |
| DOI: | 10.15388/LMR.2006.30795 |
| Popis: | A functional central limit theorem for self-normalized adaptive process U−1m,N ζn is considered, where Um,N is a sum of squares of block-sums of size m, as m and the number of blocks N = n/m tend to infinity. |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
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