We establish asymptotic distribution results for self-normalized Lévy processes at small and large times that are analogs of those of Chistyakov and Götze [Ann. Probab. 32:28-77, 2004] for self-normalized sums
International audienceThe Lamperti correspondence gives a prominent role to two random time changes:...
Let X,X1,X2,… be a sequence of independent and identically distributed random variables in the domai...
Let X(t) = Sigma(j)(infinity) = (-infinity) psi(j)Z(t-j) be a discrete moving average process based ...
Let be a linear process, where and [var epsilon]t, t[set membership, variant]Z, are i.i.d. r.v.'s in...
Self-normalized processes are of common occurrence in probabilistic and statistical studies. This vo...
AbstractLet (Ut,Vt) be a bivariate Lévy process, where Vt is a subordinator and Ut is a Lévy process...
We give conditions under which the self-normalized productof independent and identically distributed...
Let X=(Xt)t>=0 be a Lévy process with absolutely continuous Lévy measure [nu]. Small-time expansions...
We prove a self normalized central limit theorem for a new mixing class of processes introduced in K...
Logarithmic asymptotics are proved for the tail of the supremum of a stochastic process, under the a...
We investigate the asymptotic behaviour of linear processes. The interesting question is whether the...
Functional central limit theorems for self-normalized partial sums of linear processes Alfredas Račk...
AbstractLet X=(Xt)t≥0 be a Lévy process with absolutely continuous Lévy measure ν. Small-time expans...
Let X(t) = Sigma(j)(infinity) = (-infinity) psi(j)Z(t-j) be a discrete moving average process based ...
International audienceThe Lamperti correspondence gives a prominent role to two random time changes:...
International audienceThe Lamperti correspondence gives a prominent role to two random time changes:...
Let X,X1,X2,… be a sequence of independent and identically distributed random variables in the domai...
Let X(t) = Sigma(j)(infinity) = (-infinity) psi(j)Z(t-j) be a discrete moving average process based ...
Let be a linear process, where and [var epsilon]t, t[set membership, variant]Z, are i.i.d. r.v.'s in...
Self-normalized processes are of common occurrence in probabilistic and statistical studies. This vo...
AbstractLet (Ut,Vt) be a bivariate Lévy process, where Vt is a subordinator and Ut is a Lévy process...
We give conditions under which the self-normalized productof independent and identically distributed...
Let X=(Xt)t>=0 be a Lévy process with absolutely continuous Lévy measure [nu]. Small-time expansions...
We prove a self normalized central limit theorem for a new mixing class of processes introduced in K...
Logarithmic asymptotics are proved for the tail of the supremum of a stochastic process, under the a...
We investigate the asymptotic behaviour of linear processes. The interesting question is whether the...
Functional central limit theorems for self-normalized partial sums of linear processes Alfredas Račk...
AbstractLet X=(Xt)t≥0 be a Lévy process with absolutely continuous Lévy measure ν. Small-time expans...
Let X(t) = Sigma(j)(infinity) = (-infinity) psi(j)Z(t-j) be a discrete moving average process based ...
International audienceThe Lamperti correspondence gives a prominent role to two random time changes:...
International audienceThe Lamperti correspondence gives a prominent role to two random time changes:...
Let X,X1,X2,… be a sequence of independent and identically distributed random variables in the domai...
Let X(t) = Sigma(j)(infinity) = (-infinity) psi(j)Z(t-j) be a discrete moving average process based ...
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