Invariance principle for independent random variables with infinite variance
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.
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2023-09-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.zurnalai.vu.lt/LMR/article/view/30795 |
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