Self-normalized moderate deviations and lils

Let be i.i.d. -valued random variables. We prove partial moderate deviation principles for self-normalized partial sums subject to minimal moment assumptions. Applications to the self-normalized law of the iterated logarithm are also discussed.

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Year of publication:	1998
Authors:	Dembo, Amir ; Shao, Qi-Man
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 75.1998, 1, p. 51-65
Publisher:	Elsevier
Keywords:	Moderate deviations Self-normalized partial sums Law of the iterated logarithm

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008872661