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An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables

Author

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  • Zhengyan Lin
  • Tian-Xiao Pang
  • Kyo-Shin Hwang

Abstract

We give here an almost sure central limit theorem for self-normalized partial sums of a strictly stationary φ-mixing sequences which is in the domain of attraction of the normal law with mean zero and possibly infinite variance. Our result substantially extend a result on the almost sure central limit theorem previously obtained by Huang and Pang (2010).

Suggested Citation

  • Zhengyan Lin & Tian-Xiao Pang & Kyo-Shin Hwang, 2016. "An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(12), pages 3411-3420, June.
    • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:12:p:3411-3420
    DOI: 10.1080/03610926.2013.776688
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