A functional limit theorem for self-normalized partial sum processes in the $M_{1}$ topology
Fuente:
arXiv
Saved in:
| Main Author: | |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866916000442613760 |
|---|---|
| author | Krizmanic, Danijel |
| author_facet | Krizmanic, Danijel |
| contents | For a stationary sequence of random variables we derive a self-normalized functional limit theorem under joint regular variation with index $α\in (0,2)$ and weak dependence conditions. The convergence takes place in the space of real-valued cadlag functions on $[0,1]$ with the Skorokhod $M_{1}$ topology. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2411_18236 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A functional limit theorem for self-normalized partial sum processes in the $M_{1}$ topology Krizmanic, Danijel Probability For a stationary sequence of random variables we derive a self-normalized functional limit theorem under joint regular variation with index $α\in (0,2)$ and weak dependence conditions. The convergence takes place in the space of real-valued cadlag functions on $[0,1]$ with the Skorokhod $M_{1}$ topology. |
| title | A functional limit theorem for self-normalized partial sum processes in the $M_{1}$ topology |
| topic | Probability |
| url | https://arxiv.org/abs/2411.18236 |