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On the functional CLT for partial sums of truncated bounded from below random variables

Let X,Xi i[greater-or-equal, slanted]1 be i.i.d. bounded from below continuous random variables, , and bn n[greater-or-equal, slanted]1 be a sequence of increasing positive numbers. When X belongs to the Feller class and bn is such that nP(X>bn)-->[infinity] and , a functional central limit theorem for the truncated sums is proved.
Year of publication:
2004
Authors: Pozdnyakov, Vladimir
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 70.2004, 2, p. 137-144
Publisher: Elsevier
Keywords: Functional CLT Truncated sums Trimmed sums Martingale
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005137871
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